-66.1%
JBLU vs PRU
+694.2%
-760.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.1% |
| 30D | -25.5% | -0.4% | -25.1% | -25.4% |
| 3M | -5.0% | +16.4% | -21.5% | -12.1% |
| 6M | +0.7% | +26.0% | -25.4% | -10.3% |
| YTD | -0.7% | +9.9% | -10.6% | -5.6% |
| 1Y | -12.7% | +18.8% | -31.5% | -20.1% |
| 3Y | -12.7% | +45.3% | -58.1% | -26.7% |
| 5Y | -69.3% | +45.6% | -114.8% | -73.9% |
| 10Y | -73.0% | +139.6% | -212.6% | -81.8% |
| All | -66.1% | +694.2% | -760.3% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling