-67.0%
JBLU vs PSA
+1,744.9%
-1,811.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -5.0% | -1.8% | -3.1% | -4.0% |
| 30D | -23.9% | -8.4% | -15.5% | -20.1% |
| 3M | -11.6% | -7.8% | -3.8% | -7.7% |
| 6M | -0.2% | +0.8% | -1.0% | -0.3% |
| YTD | -3.3% | +16.5% | -19.8% | -10.5% |
| 1Y | -15.4% | +4.7% | -20.1% | -17.2% |
| 3Y | -14.7% | +21.1% | -35.8% | -23.2% |
| 5Y | -70.0% | +14.2% | -84.2% | -73.0% |
| 10Y | -72.9% | +102.6% | -175.4% | -83.3% |
| All | -67.0% | +1,744.9% | -1,811.9% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling