-51.6%
JOBY vs PRU
+139.5%
-191.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.5% |
| 7D | -14.3% | +3.6% | -17.9% | -16.5% |
| 30D | +10.2% | +8.9% | +1.3% | +3.0% |
| 3M | -38.5% | +0.2% | -38.7% | -39.0% |
| 6M | -54.1% | +23.7% | -77.8% | -61.4% |
| YTD | -61.5% | +13.7% | -75.3% | -65.7% |
| 1Y | -65.7% | +20.6% | -86.3% | -70.8% |
| 3Y | -7.0% | +56.3% | -63.3% | -33.8% |
| 5Y | -44.2% | +42.3% | -86.5% | -57.0% |
| All | -51.6% | +139.5% | -191.1% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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