+362.6%
PSX vs JBLU
-70.3%
+432.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +1.7% | -5.0% | +6.7% | +2.2% |
| 30D | +15.6% | -23.9% | +39.5% | +18.6% |
| 3M | +46.5% | -11.6% | +58.1% | +47.0% |
| 6M | +55.0% | -0.2% | +55.2% | +50.9% |
| YTD | +105.3% | -3.3% | +108.6% | +99.4% |
| 1Y | +101.6% | -15.4% | +117.0% | +98.8% |
| 3Y | +134.1% | -14.7% | +148.9% | +114.9% |
| All | +362.6% | -70.3% | +432.8% | +406.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling