+99.0%
PFE vs JBLU
-59.3%
+158.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.1% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | +3.8% | -25.5% | +29.4% | +7.2% |
| 3M | +10.4% | -5.0% | +15.4% | +10.2% |
| 6M | +6.3% | +0.7% | +5.6% | +4.7% |
| YTD | +17.4% | -0.7% | +18.0% | +15.1% |
| 1Y | +21.1% | -12.7% | +33.9% | +20.2% |
| 3Y | -1.6% | -12.7% | +11.1% | -8.3% |
| 5Y | -22.2% | -69.3% | +47.1% | -19.7% |
| 10Y | +32.9% | -73.0% | +105.9% | +30.0% |
| All | +99.0% | -59.3% | +158.4% | +45.7% |
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