-16.4%
PINS vs JBLU
-72.6%
+56.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -12.0% | -3.5% | -8.5% | -11.3% |
| 30D | -12.7% | -27.2% | +14.5% | -6.4% |
| 3M | -5.5% | -4.3% | -1.2% | -5.5% |
| 6M | +5.3% | -8.3% | +13.6% | +4.4% |
| YTD | -21.2% | +1.8% | -23.0% | -25.0% |
| 1Y | -45.0% | -9.0% | -36.0% | -46.6% |
| 3Y | -26.2% | -21.9% | -4.3% | -34.8% |
| 5Y | -64.0% | -69.0% | +5.1% | -59.0% |
| All | -16.4% | -72.6% | +56.2% | -11.5% |
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