-6.9%
PCG vs JBLU
-63.8%
+56.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.2% | +12.9% | -15.2% | -3.8% |
| 30D | -0.5% | +11.0% | -11.5% | -2.6% |
| 3M | -24.0% | -30.8% | +6.8% | -20.9% |
| 6M | -18.6% | -19.0% | +0.3% | -17.7% |
| YTD | -17.7% | -11.6% | -6.0% | -18.8% |
| 1Y | -20.0% | -7.4% | -12.6% | -21.8% |
| 3Y | -20.2% | +3.9% | -24.1% | -29.0% |
| 5Y | +8.4% | -73.9% | +82.2% | +15.4% |
| 10Y | -76.4% | -79.1% | +2.7% | -75.6% |
| All | -6.9% | -63.8% | +56.9% | -28.4% |
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 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