-12.2%
JOBY vs PBR
+99.7%
-112.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -5.2% | +5.4% | -10.6% | -6.2% |
| 30D | -19.7% | +22.9% | -42.6% | -23.1% |
| 3M | -31.7% | +19.6% | -51.4% | -34.4% |
| 6M | -37.5% | +16.5% | -54.0% | -40.8% |
| YTD | -51.6% | +86.7% | -138.2% | -61.0% |
| 1Y | -53.3% | +74.7% | -128.0% | -61.6% |
| 3Y | -12.2% | +102.6% | -114.8% | -38.4% |
| All | -12.2% | +99.7% | -112.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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