+2,750.2%
PCAR vs JBLU
-58.4%
+2,808.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -0.5% | -3.5% | +3.0% | +0.4% |
| 30D | -6.2% | -27.2% | +21.0% | +1.3% |
| 3M | +5.9% | -4.3% | +10.2% | +5.9% |
| 6M | +0.4% | -8.3% | +8.7% | -0.4% |
| YTD | +14.8% | +1.8% | +13.1% | +9.8% |
| 1Y | +30.1% | -9.0% | +39.1% | +27.4% |
| 3Y | +66.7% | -21.9% | +88.6% | +47.1% |
| 5Y | +166.1% | -69.0% | +235.1% | +190.1% |
| 10Y | +353.7% | -70.8% | +424.5% | +339.3% |
| All | +2,750.2% | -58.4% | +2,808.6% | +1,544.2% |
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 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