-34.9%
JOBY vs PFG
+220.7%
-255.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.6% |
| 7D | +2.2% | +6.0% | -3.8% | -2.9% |
| 30D | -20.8% | +2.2% | -23.1% | -22.5% |
| 3M | -29.5% | +10.4% | -39.8% | -35.9% |
| 6M | -28.4% | +27.8% | -56.2% | -42.7% |
| YTD | -48.2% | +33.6% | -81.8% | -60.2% |
| 1Y | -49.1% | +49.3% | -98.4% | -64.3% |
| 3Y | -6.3% | +69.7% | -76.0% | -39.8% |
| 5Y | -27.2% | +111.3% | -138.6% | -58.1% |
| All | -34.9% | +220.7% | -255.5% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling