+210.9%
PM vs JBLU
-72.4%
+283.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +4.7% | -5.0% | +9.6% | +5.1% |
| 30D | +2.6% | -23.9% | +26.5% | +4.8% |
| 3M | +6.6% | -11.6% | +18.2% | +7.2% |
| 6M | +16.5% | -0.2% | +16.7% | +15.2% |
| YTD | +21.2% | -3.3% | +24.5% | +19.6% |
| 1Y | +17.9% | -15.4% | +33.3% | +17.4% |
| 3Y | +129.8% | -14.7% | +144.6% | +113.4% |
| 5Y | +133.0% | -70.0% | +203.1% | +143.5% |
| All | +210.9% | -72.4% | +283.3% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling