-39.1%
JOBY vs PFG
+223.8%
-262.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.4% |
| 7D | -5.2% | -0.4% | -4.8% | -4.9% |
| 30D | -19.7% | +2.9% | -22.6% | -21.8% |
| 3M | -31.7% | +6.7% | -38.4% | -36.0% |
| 6M | -37.5% | +33.8% | -71.3% | -51.9% |
| YTD | -51.6% | +35.0% | -86.6% | -63.1% |
| 1Y | -53.3% | +46.4% | -99.7% | -66.7% |
| 3Y | -12.2% | +71.7% | -83.9% | -44.1% |
| 5Y | -31.3% | +113.7% | -145.0% | -60.8% |
| All | -39.1% | +223.8% | -262.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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