-39.9%
JOBY vs PLUG
-89.2%
+49.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.9% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -25.1% | -5.0% | -20.1% | -24.0% |
| 3M | -28.8% | -26.2% | -2.6% | -21.8% |
| 6M | -36.1% | -0.5% | -35.7% | -37.7% |
| YTD | -52.2% | +7.1% | -59.3% | -55.2% |
| 1Y | -52.4% | +46.5% | -98.9% | -61.8% |
| 3Y | -13.6% | -73.5% | +59.9% | -8.2% |
| 5Y | -32.2% | -91.3% | +59.1% | -4.3% |
| All | -39.9% | -89.2% | +49.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling