+128.3%
PM vs JBLU
-15.9%
+144.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.9% | -4.8% | +6.7% | +2.0% |
| 30D | +1.9% | -24.4% | +26.3% | +2.1% |
| 3M | +4.6% | -4.8% | +9.4% | +4.6% |
| 6M | +11.7% | -0.5% | +12.1% | +11.6% |
| YTD | +20.4% | -3.5% | +23.9% | +20.2% |
| 1Y | +19.0% | -13.6% | +32.5% | +18.9% |
| All | +128.3% | -15.9% | +144.2% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling