+797.8%
PH vs JBLU
-72.4%
+870.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.3% | -5.0% | +3.7% | +0.1% |
| 30D | -11.0% | -23.9% | +12.9% | -4.3% |
| 3M | +5.5% | -11.6% | +17.2% | +7.6% |
| 6M | +1.5% | -0.2% | +1.7% | -1.8% |
| YTD | +8.8% | -3.3% | +12.1% | +4.6% |
| 1Y | +24.5% | -15.4% | +39.9% | +23.4% |
| 3Y | +141.2% | -14.7% | +155.9% | +100.1% |
| 5Y | +256.3% | -70.0% | +326.3% | +310.8% |
| All | +797.8% | -72.4% | +870.2% | +822.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling