+12.2%
PCAR vs JBLU
-12.5%
+24.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.9% | -7.9% | +2.3% |
| 7D | +3.7% | +24.9% | -21.3% | +0.2% |
| 30D | -2.9% | -12.3% | +9.4% | -1.0% |
| 3M | -21.7% | -44.5% | +22.8% | -13.9% |
| 6M | -6.6% | -25.7% | +19.0% | -3.1% |
| YTD | -2.2% | -21.8% | +19.5% | -5.3% |
| 1Y | +12.2% | -12.7% | +25.0% | 0.0% |
| All | +12.2% | -12.5% | +24.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1y: compounded portfolio wealth divided by compounded JBLU 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…
1y analysis · Full analysis span regression · 6 months rolling