+3,672.4%
PWR vs JBLU
-60.6%
+3,733.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.1% |
| 7D | +2.7% | -5.6% | +8.3% | +4.2% |
| 30D | -5.1% | -22.3% | +17.2% | +1.0% |
| 3M | -9.4% | -11.0% | +1.6% | -8.1% |
| 6M | +10.4% | -3.1% | +13.5% | +7.2% |
| YTD | +48.6% | -3.7% | +52.4% | +42.3% |
| 1Y | +68.0% | -14.8% | +82.8% | +65.1% |
| 3Y | +204.7% | -15.4% | +220.2% | +154.3% |
| 5Y | +451.9% | -71.4% | +523.3% | +507.7% |
| 10Y | +2,425.3% | -73.0% | +2,498.3% | +2,399.6% |
| All | +3,672.4% | -60.6% | +3,733.0% | +2,173.4% |
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