+35.4%
PCAR vs JBLU
-0.5%
+35.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.6% | -1.0% |
| 7D | +2.1% | +9.2% | -7.1% | +0.9% |
| 30D | -1.2% | +13.7% | -14.9% | -3.4% |
| 3M | -18.6% | -34.1% | +15.5% | -14.6% |
| 6M | -5.1% | -19.5% | +14.4% | -3.5% |
| YTD | -1.8% | -16.3% | +14.5% | -1.8% |
| 1Y | +10.6% | -13.4% | +24.0% | +10.0% |
| All | +35.4% | -0.5% | +35.9% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling