-37.0%
JBLU vs PSLV
+109.5%
-146.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -5.0% | -3.5% | -1.5% | -4.7% |
| 30D | -23.9% | -2.1% | -21.7% | -23.8% |
| 3M | -11.6% | -1.6% | -10.0% | -11.7% |
| 6M | -0.2% | -25.5% | +25.3% | +2.0% |
| YTD | -3.3% | -11.4% | +8.1% | -3.1% |
| 1Y | -15.4% | +48.6% | -64.0% | -18.4% |
| 3Y | -14.7% | +166.9% | -181.6% | -20.7% |
| 5Y | -70.0% | +152.4% | -222.4% | -72.2% |
| 10Y | -72.9% | +187.8% | -260.6% | -75.3% |
| All | -37.0% | +109.5% | -146.5% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling