-65.8%
JOBY vs PHM
+16.2%
-82.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.2% | -3.0% | +2.2% |
| 7D | -0.6% | +13.6% | -14.2% | -4.1% |
| 30D | -12.6% | +19.3% | -31.9% | -17.0% |
| 3M | -36.6% | +3.5% | -40.1% | -37.8% |
| 6M | -43.0% | +18.6% | -61.6% | -46.2% |
| YTD | -61.7% | +16.7% | -78.4% | -64.7% |
| 1Y | -65.8% | +14.6% | -80.4% | -69.0% |
| All | -65.8% | +16.2% | -82.0% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling