+1,139.1%
PSX vs JBLU
-7.4%
+1,146.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.3% |
| 7D | +1.8% | -5.6% | +7.4% | +3.0% |
| 30D | +21.6% | -22.3% | +44.0% | +27.9% |
| 3M | +46.5% | -11.0% | +57.4% | +47.4% |
| 6M | +62.0% | -3.1% | +65.1% | +55.7% |
| YTD | +106.3% | -3.7% | +110.1% | +96.2% |
| 1Y | +103.0% | -14.8% | +117.8% | +97.2% |
| 3Y | +135.5% | -15.4% | +151.0% | +98.5% |
| 5Y | +368.5% | -71.4% | +439.9% | +417.5% |
| 10Y | +386.6% | -73.0% | +459.6% | +397.9% |
| All | +1,139.1% | -7.4% | +1,146.5% | +936.4% |
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