+23.7%
JBL vs PSLV
+7.9%
+15.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.0% | -10.8% | -6.2% |
| 7D | -11.1% | -2.6% | -8.5% | -10.6% |
| 30D | -14.1% | -14.2% | +0.1% | -11.0% |
| 3M | -23.9% | -12.2% | -11.7% | -21.7% |
| 6M | -24.1% | -28.1% | +4.0% | -18.7% |
| YTD | +13.5% | -28.2% | +41.7% | +15.4% |
| 1Y | +23.7% | +9.1% | +14.6% | +2.8% |
| All | +23.7% | +7.9% | +15.8% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling