-41.1%
JOBY vs PPL
+57.4%
-98.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +28.5% | -1.2% | +29.7% | +29.0% |
| 30D | +13.6% | +4.2% | +9.4% | +11.8% |
| 3M | -28.5% | +1.5% | -30.0% | -29.0% |
| 6M | -43.1% | +1.0% | -44.2% | -43.8% |
| YTD | -53.2% | +4.4% | -57.6% | -54.9% |
| 1Y | -58.5% | +0.8% | -59.3% | -59.3% |
| 3Y | +16.6% | +56.5% | -39.9% | -11.6% |
| 5Y | -34.7% | +47.7% | -82.3% | -48.6% |
| All | -41.1% | +57.4% | -98.6% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling