+378.1%
PSX vs JBLU
-72.4%
+450.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +1.7% | -5.0% | +6.7% | +2.8% |
| 30D | +15.6% | -23.9% | +39.5% | +22.2% |
| 3M | +46.5% | -11.6% | +58.1% | +47.9% |
| 6M | +55.0% | -0.2% | +55.2% | +47.6% |
| YTD | +105.3% | -3.3% | +108.6% | +94.4% |
| 1Y | +101.6% | -15.4% | +117.0% | +95.9% |
| 3Y | +134.1% | -14.7% | +148.9% | +93.0% |
| 5Y | +368.7% | -70.0% | +438.7% | +419.2% |
| All | +378.1% | -72.4% | +450.5% | +388.2% |
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