-28.0%
JOBY vs PPG
-24.1%
-4.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.0% |
| 7D | -5.2% | -6.2% | +1.1% | -0.8% |
| 30D | -19.7% | -7.9% | -11.8% | -14.9% |
| 3M | -31.7% | -10.2% | -21.5% | -26.6% |
| 6M | -37.5% | +2.7% | -40.2% | -39.0% |
| YTD | -51.6% | +4.9% | -56.5% | -54.2% |
| 1Y | -53.3% | -3.2% | -50.1% | -53.5% |
| 3Y | -12.2% | -17.0% | +4.8% | -1.9% |
| All | -28.0% | -24.1% | -4.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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