-39.9%
JOBY vs PHM
+178.8%
-218.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.6% |
| 7D | -8.2% | -6.4% | -1.8% | -4.8% |
| 30D | -25.1% | -12.1% | -13.0% | -19.6% |
| 3M | -28.8% | -1.5% | -27.2% | -29.1% |
| 6M | -36.1% | -6.0% | -30.1% | -35.0% |
| YTD | -52.2% | -0.3% | -51.9% | -53.6% |
| 1Y | -52.4% | -13.3% | -39.1% | -50.1% |
| 3Y | -13.6% | +47.6% | -61.1% | -38.0% |
| 5Y | -32.2% | +154.7% | -186.9% | -67.3% |
| All | -39.9% | +178.8% | -218.7% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling