-28.0%
JOBY vs PHM
+156.2%
-184.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.4% |
| 7D | -5.2% | -5.0% | -0.2% | -2.5% |
| 30D | -19.7% | -8.4% | -11.3% | -15.8% |
| 3M | -31.7% | -4.4% | -27.3% | -30.9% |
| 6M | -37.5% | -3.7% | -33.8% | -37.3% |
| YTD | -51.6% | +1.3% | -52.9% | -53.5% |
| 1Y | -53.3% | -14.0% | -39.3% | -50.8% |
| 3Y | -12.2% | +48.1% | -60.3% | -38.5% |
| All | -28.0% | +156.2% | -184.2% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling