-12.2%
JOBY vs PSLV
+165.9%
-178.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -5.2% | -3.5% | -1.7% | -4.1% |
| 30D | -19.7% | -2.1% | -17.6% | -19.3% |
| 3M | -31.7% | -1.6% | -30.1% | -31.7% |
| 6M | -37.5% | -25.5% | -12.0% | -31.9% |
| YTD | -51.6% | -11.4% | -40.2% | -52.4% |
| 1Y | -53.3% | +48.6% | -101.9% | -63.2% |
| 3Y | -12.2% | +166.9% | -179.1% | -47.1% |
| All | -12.2% | +165.9% | -178.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling