-38.9%
JOBY vs PPL
+51.1%
-90.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.6% |
| 7D | -5.9% | 0.0% | -5.9% | -5.8% |
| 30D | -27.1% | -1.3% | -25.9% | -26.8% |
| 3M | -30.7% | -2.6% | -28.2% | -30.4% |
| 6M | -36.1% | -8.4% | -27.6% | -34.5% |
| YTD | -51.4% | +0.2% | -51.6% | -52.4% |
| 1Y | -52.2% | -0.2% | -51.9% | -53.0% |
| 3Y | -12.1% | +52.9% | -65.0% | -32.8% |
| 5Y | -31.1% | +36.8% | -67.9% | -44.4% |
| All | -38.9% | +51.1% | -90.0% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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