-34.9%
JOBY vs PR
+3,606.9%
-3,641.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -20.8% | +17.4% | -38.2% | -23.4% |
| 3M | -29.5% | +21.8% | -51.2% | -32.6% |
| 6M | -28.4% | +27.6% | -56.0% | -32.8% |
| YTD | -48.2% | +71.4% | -119.6% | -54.5% |
| 1Y | -49.1% | +78.3% | -127.4% | -55.9% |
| 3Y | -6.3% | +85.5% | -91.8% | -20.4% |
| 5Y | -27.2% | +422.7% | -449.9% | -47.2% |
| All | -34.9% | +3,606.9% | -3,641.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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