-70.1%
JBLU vs PTC
+0.6%
-70.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.8% | -14.2% | +9.5% | +2.6% |
| 30D | -24.4% | -14.4% | -10.0% | -18.8% |
| 3M | -4.8% | -4.7% | -0.1% | -4.7% |
| 6M | -0.5% | -19.3% | +18.9% | +8.8% |
| YTD | -3.5% | -26.1% | +22.6% | +10.3% |
| 1Y | -13.6% | -37.1% | +23.5% | +8.4% |
| 3Y | -15.3% | -10.4% | -4.9% | -18.9% |
| 5Y | -70.1% | +2.5% | -72.6% | -74.6% |
| All | -70.1% | +0.6% | -70.7% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling