-43.5%
JOBY vs PCAR
+97.2%
-140.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.4% | +14.3% | +13.4% |
| 7D | +21.0% | +0.1% | +21.0% | +20.6% |
| 30D | +3.1% | -4.6% | +7.7% | +5.8% |
| 3M | -27.9% | -22.6% | -5.4% | -15.7% |
| 6M | -43.6% | -12.0% | -31.7% | -39.4% |
| YTD | -55.1% | -6.1% | -49.0% | -54.0% |
| 1Y | -58.6% | +6.3% | -64.9% | -60.9% |
| 3Y | -0.5% | +31.8% | -32.3% | -20.6% |
| 5Y | -40.5% | +104.2% | -144.6% | -63.1% |
| All | -43.5% | +97.2% | -140.7% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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