-9.0%
JBLU vs PSA
+7.3%
-16.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.5% |
| 7D | -3.5% | -3.7% | +0.1% | -0.2% |
| 30D | -27.2% | -7.7% | -19.5% | -21.7% |
| 3M | -4.3% | -0.6% | -3.7% | -4.8% |
| 6M | -8.3% | -0.9% | -7.4% | -9.8% |
| YTD | +1.8% | +18.7% | -16.9% | -11.3% |
| 1Y | -9.0% | +7.6% | -16.7% | -17.9% |
| All | -9.0% | +7.3% | -16.3% | -17.9% |
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