-66.1%
JBLU vs PTC
+848.5%
-914.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | -0.3% |
| 7D | +1.1% | -12.8% | +13.9% | +6.2% |
| 30D | -25.5% | -9.8% | -15.8% | -23.0% |
| 3M | -5.0% | -2.1% | -3.0% | -5.6% |
| 6M | +0.7% | -18.1% | +18.8% | +6.6% |
| YTD | -0.7% | -23.5% | +22.8% | +7.5% |
| 1Y | -12.7% | -37.4% | +24.6% | +1.6% |
| 3Y | -12.7% | -7.2% | -5.5% | -13.0% |
| 5Y | -69.3% | +2.7% | -71.9% | -70.7% |
| 10Y | -73.0% | +203.4% | -276.4% | -83.4% |
| All | -66.1% | +848.5% | -914.6% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling