+15.5%
PLD vs JBLU
-69.9%
+85.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.2% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | -1.2% | -25.5% | +24.3% | +2.9% |
| 3M | -2.3% | -5.0% | +2.7% | -2.5% |
| 6M | +4.5% | +0.7% | +3.8% | +2.5% |
| YTD | +10.1% | -0.7% | +10.8% | +7.5% |
| 1Y | +25.9% | -12.7% | +38.6% | +24.8% |
| 3Y | +24.4% | -12.7% | +37.2% | +12.2% |
| 5Y | +15.5% | -69.3% | +84.7% | +16.7% |
| All | +15.5% | -69.9% | +85.3% | +16.7% |
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