-38.9%
JOBY vs PFGC
+121.3%
-160.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.5% |
| 7D | -5.9% | -3.7% | -2.1% | -3.8% |
| 30D | -27.1% | -16.0% | -11.2% | -19.8% |
| 3M | -30.7% | -4.1% | -26.6% | -29.9% |
| 6M | -36.1% | +8.7% | -44.8% | -40.0% |
| YTD | -51.4% | +6.4% | -57.7% | -54.1% |
| 1Y | -52.2% | -8.4% | -43.8% | -50.9% |
| 3Y | -12.1% | +61.8% | -73.8% | -33.5% |
| 5Y | -31.1% | +108.7% | -139.8% | -55.1% |
| All | -38.9% | +121.3% | -160.1% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling