+361.8%
PCAR vs JBLU
-72.5%
+434.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -1.6% | -4.8% | +3.2% | -0.6% |
| 30D | -7.3% | -24.4% | +17.2% | -2.3% |
| 3M | +7.8% | -4.8% | +12.6% | +8.0% |
| 6M | +3.6% | -0.5% | +4.0% | +1.5% |
| YTD | +12.9% | -3.5% | +16.4% | +10.4% |
| 1Y | +27.3% | -13.6% | +40.9% | +26.7% |
| 3Y | +61.9% | -15.3% | +77.1% | +44.6% |
| 5Y | +164.2% | -70.1% | +234.2% | +190.1% |
| All | +361.8% | -72.5% | +434.3% | +375.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling