-64.5%
JBLU vs PSKY
-44.8%
-19.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.4% |
| 7D | -4.8% | -6.0% | +1.2% | -2.3% |
| 30D | -24.4% | +10.7% | -35.1% | -27.8% |
| 3M | -4.8% | +1.2% | -5.9% | -6.0% |
| 6M | -0.5% | +1.5% | -1.9% | -2.6% |
| YTD | -3.5% | -21.8% | +18.2% | +3.0% |
| 1Y | -13.6% | -30.2% | +16.6% | -5.8% |
| 3Y | -15.3% | -20.1% | +4.8% | -23.3% |
| 5Y | -70.1% | -70.5% | +0.4% | -60.4% |
| 10Y | -72.9% | -75.2% | +2.3% | -69.0% |
| All | -64.5% | -44.8% | -19.7% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling