+249.6%
PH vs JBLU
-70.3%
+319.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.3% | -5.0% | +3.7% | -0.3% |
| 30D | -11.0% | -23.9% | +12.9% | -6.2% |
| 3M | +5.5% | -11.6% | +17.2% | +7.1% |
| 6M | +1.5% | -0.2% | +1.7% | -0.7% |
| YTD | +8.8% | -3.3% | +12.1% | +6.0% |
| 1Y | +24.5% | -15.4% | +39.9% | +24.0% |
| 3Y | +141.2% | -14.7% | +155.9% | +112.1% |
| All | +249.6% | -70.3% | +319.8% | +302.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling