-34.9%
JOBY vs PLUG
-88.4%
+53.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.7% | +0.2% |
| 7D | +2.2% | +8.1% | -5.9% | -0.3% |
| 30D | -20.8% | +3.7% | -24.5% | -22.1% |
| 3M | -29.5% | -29.2% | -0.3% | -21.7% |
| 6M | -28.4% | +6.1% | -34.5% | -31.5% |
| YTD | -48.2% | +14.7% | -62.9% | -52.5% |
| 1Y | -49.1% | +56.9% | -106.0% | -60.0% |
| 3Y | -6.3% | -71.6% | +65.3% | -2.7% |
| 5Y | -27.2% | -91.0% | +63.8% | +0.8% |
| All | -34.9% | -88.4% | +53.5% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling