-37.2%
JOBY vs PR
+225.0%
-262.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +11.4% |
| 7D | +21.0% | -16.4% | +37.4% | +26.4% |
| 30D | +3.1% | -1.9% | +5.0% | +3.0% |
| 3M | -27.9% | +8.0% | -35.9% | -30.2% |
| 6M | -43.6% | +4.1% | -47.7% | -45.3% |
| YTD | -55.1% | +58.7% | -113.8% | -62.4% |
| 1Y | -58.6% | +75.8% | -134.4% | -66.6% |
| 3Y | -0.5% | +73.2% | -73.7% | -21.3% |
| All | -37.2% | +225.0% | -262.3% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling