+61.8%
PCG vs JBLU
-69.9%
+131.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.9% |
| 7D | +5.4% | +1.1% | +4.3% | +5.3% |
| 30D | -15.1% | -25.5% | +10.4% | -12.8% |
| 3M | -9.8% | -5.0% | -4.8% | -9.7% |
| 6M | -18.0% | +0.7% | -18.7% | -18.9% |
| YTD | -7.2% | -0.7% | -6.6% | -8.6% |
| 1Y | +2.9% | -12.7% | +15.6% | +2.4% |
| 3Y | -11.1% | -12.7% | +1.6% | -17.2% |
| 5Y | +61.8% | -69.3% | +131.1% | +77.6% |
| All | +61.8% | -69.9% | +131.7% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling