-71.8%
JBLU vs PRU
+721.9%
-793.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | +2.5% | +3.6% | -1.2% | +0.7% |
| 30D | +24.9% | +8.9% | +16.1% | +19.7% |
| 3M | -35.2% | +0.2% | -35.4% | -35.2% |
| 6M | -20.0% | +23.7% | -43.7% | -28.1% |
| YTD | -17.4% | +13.7% | -31.1% | -22.8% |
| 1Y | -13.0% | +20.6% | -33.6% | -21.0% |
| 3Y | -5.3% | +56.3% | -61.6% | -23.2% |
| 5Y | -75.2% | +42.3% | -117.5% | -78.7% |
| 10Y | -80.5% | +99.3% | -179.7% | -85.8% |
| All | -71.8% | +721.9% | -793.7% | -92.0% |
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