+2,793.5%
PGR vs JBLU
-60.4%
+2,853.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -0.6% | -5.0% | +4.4% | +0.1% |
| 30D | +4.9% | -23.9% | +28.8% | +8.8% |
| 3M | +7.6% | -11.6% | +19.3% | +8.7% |
| 6M | +8.3% | -0.2% | +8.5% | +6.0% |
| YTD | +1.7% | -3.3% | +5.0% | -0.7% |
| 1Y | -6.8% | -15.4% | +8.5% | -7.7% |
| 3Y | +73.4% | -14.7% | +88.2% | +55.5% |
| 5Y | +161.2% | -70.0% | +231.2% | +171.3% |
| 10Y | +819.5% | -72.9% | +892.4% | +776.9% |
| All | +2,793.5% | -60.4% | +2,853.9% | +1,711.4% |
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 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