-39.1%
JOBY vs PGR
+156.1%
-195.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -5.2% | -0.6% | -4.6% | -5.2% |
| 30D | -19.7% | +4.9% | -24.7% | -19.9% |
| 3M | -31.7% | +7.6% | -39.4% | -32.2% |
| 6M | -37.5% | +8.3% | -45.8% | -38.1% |
| YTD | -51.6% | +1.7% | -53.3% | -51.7% |
| 1Y | -53.3% | -6.8% | -46.4% | -52.8% |
| 3Y | -12.2% | +73.4% | -85.7% | -22.8% |
| 5Y | -31.3% | +161.2% | -192.5% | -43.8% |
| All | -39.1% | +156.1% | -195.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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