-32.2%
JOBY vs PFG
+108.9%
-141.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.5% |
| 7D | -8.2% | -3.0% | -5.2% | -5.6% |
| 30D | -25.1% | +2.5% | -27.5% | -27.0% |
| 3M | -28.8% | +6.1% | -34.8% | -33.4% |
| 6M | -36.1% | +31.3% | -67.4% | -51.4% |
| YTD | -52.2% | +33.6% | -85.8% | -64.4% |
| 1Y | -52.4% | +48.5% | -100.9% | -67.9% |
| 3Y | -13.6% | +69.6% | -83.2% | -47.7% |
| 5Y | -32.2% | +111.5% | -143.6% | -64.6% |
| All | -32.2% | +108.9% | -141.1% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling