-32.2%
JOBY vs PH
+243.6%
-275.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.4% |
| 7D | -8.2% | -3.1% | -5.0% | -5.6% |
| 30D | -25.1% | -11.8% | -13.3% | -16.8% |
| 3M | -28.8% | +6.9% | -35.7% | -33.0% |
| 6M | -36.1% | -1.3% | -34.9% | -36.5% |
| YTD | -52.2% | +7.0% | -59.2% | -56.1% |
| 1Y | -52.4% | +23.1% | -75.5% | -61.6% |
| 3Y | -13.6% | +135.4% | -148.9% | -61.9% |
| 5Y | -32.2% | +250.3% | -282.5% | -78.8% |
| All | -32.2% | +243.6% | -275.7% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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