-14.7%
JBLU vs PSKY
-18.9%
+4.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -5.0% | -2.4% | -2.6% | -4.5% |
| 30D | -23.9% | +11.6% | -35.5% | -25.7% |
| 3M | -11.6% | +1.5% | -13.2% | -12.2% |
| 6M | -0.2% | +7.7% | -7.9% | -2.4% |
| YTD | -3.3% | -20.1% | +16.8% | +0.1% |
| 1Y | -15.4% | -38.3% | +22.9% | -7.7% |
| 3Y | -14.7% | -17.7% | +3.0% | -24.7% |
| All | -14.7% | -18.9% | +4.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling