-75.9%
PCG vs JBLU
-72.5%
-3.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | +0.5% | -4.8% | +5.3% | +1.3% |
| 30D | -18.9% | -24.4% | +5.5% | -15.2% |
| 3M | -15.8% | -4.8% | -11.1% | -15.8% |
| 6M | -22.6% | -0.5% | -22.1% | -24.1% |
| YTD | -12.2% | -3.5% | -8.7% | -14.2% |
| 1Y | -7.1% | -13.6% | +6.5% | -7.9% |
| 3Y | -15.8% | -15.3% | -0.6% | -25.7% |
| 5Y | +53.3% | -70.1% | +123.4% | +67.6% |
| All | -75.9% | -72.5% | -3.4% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling