-28.0%
JOBY vs PSX
+362.1%
-390.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -5.2% | +1.7% | -6.9% | -5.7% |
| 30D | -19.7% | +15.6% | -35.4% | -23.0% |
| 3M | -31.7% | +46.5% | -78.2% | -39.2% |
| 6M | -37.5% | +55.0% | -92.5% | -46.0% |
| YTD | -51.6% | +105.3% | -156.9% | -62.2% |
| 1Y | -53.3% | +101.6% | -154.9% | -63.4% |
| 3Y | -12.2% | +134.1% | -146.4% | -36.6% |
| All | -28.0% | +362.1% | -390.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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