+763.1%
PM vs JBLU
+2.9%
+760.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -4.9% | -3.5% | -1.3% | -4.5% |
| 30D | -3.4% | -27.2% | +23.8% | -0.3% |
| 3M | +5.2% | -4.3% | +9.5% | +5.0% |
| 6M | +3.7% | -8.3% | +12.0% | +3.2% |
| YTD | +15.8% | +1.8% | +14.0% | +13.3% |
| 1Y | +17.4% | -9.0% | +26.4% | +15.9% |
| 3Y | +116.9% | -21.9% | +138.8% | +103.2% |
| 5Y | +117.3% | -69.0% | +186.3% | +124.6% |
| 10Y | +193.8% | -70.8% | +264.5% | +185.1% |
| All | +763.1% | +2.9% | +760.3% | +505.1% |
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