+18.8%
PGR vs JBLU
-15.1%
+33.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | +1.3% | +14.4% | -13.1% | +1.7% |
| 30D | +10.0% | -13.4% | +23.4% | +9.8% |
| 3M | +9.6% | -45.1% | +54.7% | +8.0% |
| 6M | +18.0% | -27.9% | +45.9% | +17.6% |
| YTD | +9.0% | -23.3% | +32.3% | +8.6% |
| 1Y | +18.8% | -18.6% | +37.5% | +16.8% |
| All | +18.8% | -15.1% | +33.9% | +16.8% |
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