+197.3%
JBL vs PSLV
+165.9%
+31.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | +2.4% | -3.5% | +5.9% | +3.1% |
| 30D | -13.1% | -2.1% | -11.0% | -12.8% |
| 3M | -15.6% | -1.6% | -13.9% | -15.6% |
| 6M | +24.6% | -25.5% | +50.1% | +29.6% |
| YTD | +39.6% | -11.4% | +51.0% | +38.3% |
| 1Y | +48.6% | +48.6% | 0.0% | +35.0% |
| 3Y | +197.3% | +166.9% | +30.4% | +156.5% |
| All | +197.3% | +165.9% | +31.4% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling