-12.2%
JOBY vs PHM
+49.3%
-61.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.5% |
| 7D | -5.2% | -5.0% | -0.2% | -3.0% |
| 30D | -19.7% | -8.4% | -11.3% | -16.4% |
| 3M | -31.7% | -4.4% | -27.3% | -31.1% |
| 6M | -37.5% | -3.7% | -33.8% | -37.3% |
| YTD | -51.6% | +1.3% | -52.9% | -53.4% |
| 1Y | -53.3% | -14.0% | -39.3% | -51.0% |
| 3Y | -12.2% | +48.1% | -60.3% | -44.4% |
| All | -12.2% | +49.3% | -61.6% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling