-49.1%
JOBY vs PLUG
-93.6%
+44.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -8.8% | -0.4% | -6.4% |
| 7D | +0.8% | -8.1% | +8.9% | +3.7% |
| 30D | +7.9% | -20.5% | +28.4% | +15.9% |
| 3M | -32.9% | -45.9% | +12.9% | -18.9% |
| 6M | -49.1% | -65.2% | +16.1% | -29.8% |
| YTD | -59.5% | -37.1% | -22.5% | -55.3% |
| 1Y | -67.2% | -54.6% | -12.7% | -60.1% |
| 3Y | +2.9% | -64.9% | +67.8% | +3.9% |
| 5Y | -41.3% | -97.1% | +55.8% | +4.5% |
| All | -49.1% | -93.6% | +44.5% | -15.1% |
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