-12.7%
JBLU vs PRU
+27.9%
-40.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.6% | +5.4% | +7.4% |
| 7D | +24.9% | +9.8% | +15.2% | +17.9% |
| 30D | -12.3% | +11.6% | -23.9% | -18.4% |
| 3M | -44.5% | +3.7% | -48.1% | -45.8% |
| 6M | -25.7% | +33.0% | -58.6% | -36.7% |
| YTD | -21.8% | +16.6% | -38.3% | -33.6% |
| 1Y | -12.7% | +26.9% | -39.7% | -31.8% |
| All | -12.7% | +27.9% | -40.6% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling