-39.1%
JOBY vs PFGC
+117.4%
-156.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -5.2% | -4.8% | -0.4% | -2.6% |
| 30D | -19.7% | -12.5% | -7.2% | -13.6% |
| 3M | -31.7% | -9.7% | -22.0% | -28.5% |
| 6M | -37.5% | +7.0% | -44.6% | -40.8% |
| YTD | -51.6% | +4.5% | -56.1% | -53.8% |
| 1Y | -53.3% | -11.6% | -41.7% | -51.1% |
| 3Y | -12.2% | +58.5% | -70.7% | -32.9% |
| 5Y | -31.3% | +112.6% | -143.9% | -55.2% |
| All | -39.1% | +117.4% | -156.5% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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