+13.2%
PCAR vs JBLU
-14.2%
+27.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +4.9% | +2.5% | +2.5% | +4.6% |
| 30D | -1.4% | +24.9% | -26.3% | -4.7% |
| 3M | -18.1% | -35.2% | +17.0% | -12.4% |
| 6M | -4.0% | -20.0% | +16.0% | -1.4% |
| YTD | -1.5% | -17.4% | +15.9% | -4.7% |
| 1Y | +13.2% | -13.0% | +26.2% | +5.5% |
| All | +13.2% | -14.2% | +27.3% | +5.5% |
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