-19.2%
PCG vs JBLU
+5.0%
-24.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.2% | +12.9% | -15.2% | -3.0% |
| 30D | -0.5% | +11.0% | -11.5% | -1.4% |
| 3M | -24.0% | -30.8% | +6.8% | -22.4% |
| 6M | -18.6% | -19.0% | +0.3% | -18.0% |
| YTD | -17.7% | -11.6% | -6.0% | -18.0% |
| 1Y | -20.0% | -7.4% | -12.6% | -20.7% |
| All | -19.2% | +5.0% | -24.2% | -21.8% |
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