-16.0%
PCG vs JBLU
-12.5%
-3.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.9% | -11.1% | +0.2% |
| 7D | +1.9% | +24.9% | -23.0% | +0.6% |
| 30D | +8.5% | -12.3% | +20.8% | +9.2% |
| 3M | -22.9% | -44.5% | +21.6% | -20.5% |
| 6M | -16.8% | -25.7% | +8.9% | -15.3% |
| YTD | -15.8% | -21.8% | +6.0% | -14.5% |
| 1Y | -16.0% | -12.7% | -3.2% | -16.4% |
| All | -16.0% | -12.5% | -3.5% | -16.4% |
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