+1.2%
PCG vs JBLU
-58.4%
+59.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -13.9% | -3.5% | -10.3% | -13.4% |
| 30D | -16.9% | -27.2% | +10.3% | -13.3% |
| 3M | -14.7% | -4.3% | -10.4% | -14.7% |
| 6M | -23.8% | -8.3% | -15.5% | -24.1% |
| YTD | -10.5% | +1.8% | -12.3% | -12.7% |
| 1Y | -5.1% | -9.0% | +3.9% | -6.3% |
| 3Y | -11.6% | -21.9% | +10.3% | -17.3% |
| 5Y | +59.0% | -69.0% | +128.0% | +66.4% |
| 10Y | -75.7% | -70.8% | -4.9% | -75.7% |
| All | +1.2% | -58.4% | +59.6% | -22.9% |
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