-51.6%
JOBY vs PWR
+783.1%
-834.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.5% |
| 7D | -14.3% | +11.3% | -25.6% | -19.6% |
| 30D | +10.2% | -8.9% | +19.1% | +13.3% |
| 3M | -38.5% | -10.5% | -28.0% | -36.6% |
| 6M | -54.1% | -22.2% | -31.9% | -48.8% |
| YTD | -61.5% | +42.7% | -104.3% | -71.3% |
| 1Y | -65.7% | +41.1% | -106.8% | -74.1% |
| 3Y | -7.0% | +242.7% | -249.7% | -61.4% |
| 5Y | -44.2% | +418.5% | -462.7% | -82.7% |
| All | -51.6% | +783.1% | -834.8% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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