-12.7%
JBLU vs PSLV
+7.9%
-20.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.0% | +6.0% | +10.4% |
| 7D | +24.9% | -2.6% | +27.5% | +25.7% |
| 30D | -12.3% | -14.2% | +1.8% | -9.1% |
| 3M | -44.5% | -12.2% | -32.2% | -42.9% |
| 6M | -25.7% | -28.1% | +2.4% | -20.8% |
| YTD | -21.8% | -28.2% | +6.4% | -16.6% |
| 1Y | -12.7% | +9.1% | -21.9% | -16.4% |
| All | -12.7% | +7.9% | -20.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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