-14.7%
JBLU vs PTC
-9.2%
-5.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | -5.0% | -7.3% | +2.3% | -2.0% |
| 30D | -23.9% | -11.6% | -12.2% | -20.3% |
| 3M | -11.6% | +10.5% | -22.1% | -16.4% |
| 6M | -0.2% | -17.8% | +17.6% | +7.4% |
| YTD | -3.3% | -24.9% | +21.6% | +8.8% |
| 1Y | -15.4% | -36.8% | +21.4% | +4.9% |
| 3Y | -14.7% | -8.7% | -6.0% | -28.9% |
| All | -14.7% | -9.2% | -5.5% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling