-15.4%
JBLU vs PRU
+18.7%
-34.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | -5.0% | -2.3% | -2.7% | -3.4% |
| 30D | -23.9% | -1.7% | -22.1% | -22.9% |
| 3M | -11.6% | +13.2% | -24.9% | -18.1% |
| 6M | -0.2% | +28.8% | -29.0% | -14.6% |
| YTD | -3.3% | +9.8% | -13.1% | -12.4% |
| 1Y | -15.4% | +17.4% | -32.7% | -31.9% |
| All | -15.4% | +18.7% | -34.1% | -31.9% |
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