-39.1%
JOBY vs PEG
+45.1%
-84.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.2% | -0.9% | -4.3% | -4.8% |
| 30D | -19.7% | -3.7% | -16.0% | -18.4% |
| 3M | -31.7% | -7.3% | -24.5% | -29.7% |
| 6M | -37.5% | -10.5% | -27.1% | -34.9% |
| YTD | -51.6% | -7.5% | -44.1% | -50.6% |
| 1Y | -53.3% | -8.7% | -44.6% | -52.0% |
| 3Y | -12.2% | +31.4% | -43.6% | -22.9% |
| 5Y | -31.3% | +37.8% | -69.1% | -40.9% |
| All | -39.1% | +45.1% | -84.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling