-12.7%
JBLU vs PSA
+28.0%
-40.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.8% | +9.1% | +9.2% |
| 7D | +24.9% | +10.5% | +14.4% | +14.0% |
| 30D | -12.3% | +21.7% | -34.0% | -27.0% |
| 3M | -44.5% | +6.1% | -50.5% | -47.1% |
| 6M | -25.7% | +18.3% | -44.0% | -37.5% |
| YTD | -21.8% | +36.1% | -57.8% | -41.5% |
| 1Y | -12.7% | +29.3% | -42.1% | -32.1% |
| All | -12.7% | +28.0% | -40.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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