-67.0%
JBLU vs PTEN
+33.1%
-100.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.0% | +3.5% | -8.4% | -5.7% |
| 30D | -23.9% | +17.5% | -41.4% | -27.0% |
| 3M | -11.6% | +12.7% | -24.4% | -15.9% |
| 6M | -0.2% | +33.1% | -33.3% | -11.2% |
| YTD | -3.3% | +116.4% | -119.7% | -24.2% |
| 1Y | -15.4% | +141.2% | -156.6% | -35.9% |
| 3Y | -14.7% | -3.8% | -10.9% | -21.7% |
| 5Y | -70.0% | +92.7% | -162.7% | -78.4% |
| 10Y | -72.9% | -17.1% | -55.8% | -81.6% |
| All | -67.0% | +33.1% | -100.1% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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