+150.0%
PM vs JBLU
-1.8%
+151.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.2% |
| 7D | +0.5% | +2.5% | -1.9% | +0.6% |
| 30D | -3.2% | +24.9% | -28.1% | -3.1% |
| 3M | +6.2% | -35.2% | +41.4% | +6.3% |
| 6M | +7.7% | -20.0% | +27.7% | +7.8% |
| YTD | +27.3% | -17.4% | +44.6% | +27.4% |
| 1Y | +32.8% | -13.0% | +45.7% | +32.8% |
| 3Y | +150.0% | -5.3% | +155.3% | +147.1% |
| All | +150.0% | -1.8% | +151.8% | +147.1% |
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 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