+512.7%
PG vs JBLU
-60.4%
+573.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -5.0% | +4.2% | -0.4% |
| 30D | +0.8% | -23.9% | +24.7% | +2.7% |
| 3M | -1.3% | -11.6% | +10.3% | -0.8% |
| 6M | -3.8% | -0.2% | -3.6% | -4.5% |
| YTD | +3.6% | -3.3% | +6.9% | +2.7% |
| 1Y | -5.7% | -15.4% | +9.7% | -5.9% |
| 3Y | +1.6% | -14.7% | +16.3% | -2.9% |
| 5Y | +14.6% | -70.0% | +84.6% | +17.4% |
| 10Y | +121.2% | -72.9% | +194.1% | +117.5% |
| All | +512.7% | -60.4% | +573.1% | +402.2% |
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