+2,338.4%
PCAR vs JBLU
-65.7%
+2,404.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.6% | -0.4% |
| 7D | +2.1% | +9.2% | -7.1% | -0.2% |
| 30D | -1.2% | +13.7% | -14.9% | -5.7% |
| 3M | -18.6% | -34.1% | +15.5% | -11.3% |
| 6M | -5.1% | -19.5% | +14.4% | -2.9% |
| YTD | -1.8% | -16.3% | +14.5% | -3.0% |
| 1Y | +10.6% | -13.4% | +24.0% | +8.1% |
| 3Y | +34.9% | -1.6% | +36.5% | +9.8% |
| 5Y | +114.0% | -74.9% | +188.8% | +142.9% |
| 10Y | +288.4% | -80.2% | +368.6% | +312.9% |
| All | +2,338.4% | -65.7% | +2,404.1% | +1,352.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling