-15.1%
JBLU vs PRU
+42.2%
-57.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -1.8% |
| 7D | -5.6% | -1.9% | -3.7% | -4.1% |
| 30D | -22.3% | -2.6% | -19.8% | -20.5% |
| 3M | -11.0% | +14.7% | -25.7% | -21.3% |
| 6M | -3.1% | +25.7% | -28.8% | -21.1% |
| YTD | -3.7% | +8.3% | -12.0% | -11.4% |
| 1Y | -14.8% | +17.3% | -32.1% | -27.6% |
| All | -15.1% | +42.2% | -57.4% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling