-73.8%
JBLU vs PTC
+205.0%
-278.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.5% |
| 7D | -5.0% | -7.3% | +2.3% | -1.6% |
| 30D | -23.9% | -11.6% | -12.2% | -19.8% |
| 3M | -11.6% | +10.5% | -22.1% | -16.6% |
| 6M | -0.2% | -17.8% | +17.6% | +7.1% |
| YTD | -3.3% | -24.9% | +21.6% | +8.0% |
| 1Y | -15.4% | -36.8% | +21.4% | +2.7% |
| 3Y | -14.7% | -8.7% | -6.0% | -15.7% |
| 5Y | -70.0% | +4.1% | -74.1% | -72.7% |
| All | -73.8% | +205.0% | -278.8% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling