+952.2%
PLD vs JBLU
-66.2%
+1,018.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +1.3% | +2.5% | -1.1% | +0.6% |
| 30D | -1.4% | +24.9% | -26.3% | -8.4% |
| 3M | -8.2% | -35.2% | +27.0% | +0.9% |
| 6M | -8.0% | -20.0% | +12.0% | -6.1% |
| YTD | +3.2% | -17.4% | +20.5% | +1.3% |
| 1Y | +7.0% | -13.0% | +20.0% | +3.3% |
| 3Y | +38.3% | -5.3% | +43.6% | +11.0% |
| 5Y | +0.2% | -75.2% | +75.4% | +13.6% |
| 10Y | +268.3% | -80.5% | +348.8% | +273.1% |
| All | +952.2% | -66.2% | +1,018.4% | +448.1% |
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