+287.1%
PCAR vs JBLU
-80.5%
+367.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +4.9% | +2.5% | +2.5% | +4.4% |
| 30D | -1.4% | +24.9% | -26.3% | -6.3% |
| 3M | -18.1% | -35.2% | +17.0% | -12.2% |
| 6M | -4.0% | -20.0% | +16.0% | -2.0% |
| YTD | -1.5% | -17.4% | +15.9% | -1.9% |
| 1Y | +13.2% | -13.0% | +26.2% | +11.5% |
| 3Y | +35.8% | -5.3% | +41.1% | +16.6% |
| 5Y | +114.6% | -75.2% | +189.8% | +142.6% |
| All | +287.1% | -80.5% | +367.6% | +322.6% |
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