+1,014.3%
PLD vs JBLU
-58.4%
+1,072.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -2.4% | -3.5% | +1.2% | -1.5% |
| 30D | -2.4% | -27.2% | +24.8% | +5.8% |
| 3M | -3.8% | -4.3% | +0.5% | -4.3% |
| 6M | 0.0% | -8.3% | +8.3% | -1.2% |
| YTD | +9.2% | +1.8% | +7.5% | +3.5% |
| 1Y | +25.9% | -9.0% | +34.9% | +22.0% |
| 3Y | +21.3% | -21.9% | +43.2% | +5.2% |
| 5Y | +14.1% | -69.0% | +83.1% | +23.4% |
| 10Y | +237.9% | -70.8% | +308.7% | +205.9% |
| All | +1,014.3% | -58.4% | +1,072.6% | +459.6% |
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