+17.9%
PG vs JBLU
-15.1%
+33.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | -0.1% |
| 7D | +4.1% | +14.4% | -10.4% | +3.6% |
| 30D | +13.3% | -13.4% | +26.7% | +14.3% |
| 3M | +14.6% | -45.1% | +59.7% | +18.3% |
| 6M | +17.0% | -27.9% | +44.8% | +18.7% |
| YTD | +20.0% | -23.3% | +43.3% | +22.5% |
| 1Y | +17.9% | -18.6% | +36.6% | +17.9% |
| All | +17.9% | -15.1% | +33.0% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling