+4,197.9%
PH vs JBLU
-59.3%
+4,257.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -10.8% | -25.5% | +14.7% | -4.0% |
| 3M | +8.5% | -5.0% | +13.5% | +8.4% |
| 6M | +3.9% | +0.7% | +3.3% | +0.7% |
| YTD | +9.4% | -0.7% | +10.1% | +5.0% |
| 1Y | +26.8% | -12.7% | +39.5% | +25.0% |
| 3Y | +140.8% | -12.7% | +153.5% | +107.3% |
| 5Y | +253.8% | -69.3% | +323.1% | +291.9% |
| 10Y | +792.3% | -73.0% | +865.4% | +840.0% |
| All | +4,197.9% | -59.3% | +4,257.3% | +2,658.8% |
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 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