-21.4%
PFE vs JBLU
-70.1%
+48.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -4.3% | -5.6% | +1.3% | -4.0% |
| 30D | +2.7% | -22.3% | +25.0% | +4.0% |
| 3M | +10.0% | -11.0% | +21.0% | +10.2% |
| 6M | +7.2% | -3.1% | +10.3% | +6.6% |
| YTD | +17.3% | -3.7% | +21.1% | +16.5% |
| 1Y | +20.3% | -14.8% | +35.1% | +20.0% |
| 3Y | -1.6% | -15.4% | +13.8% | -4.3% |
| 5Y | -21.4% | -71.4% | +50.0% | -21.4% |
| All | -21.4% | -70.1% | +48.8% | -21.4% |
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 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