+196.2%
PAAS vs JBL
+1,148.2%
-952.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -8.9% | +6.3% | -15.3% | -10.5% |
| 30D | -11.4% | -13.5% | +2.1% | -8.0% |
| 3M | -20.4% | -31.3% | +10.9% | -12.3% |
| 6M | -40.7% | -28.4% | -12.3% | -35.8% |
| YTD | -26.9% | +11.6% | -38.5% | -30.2% |
| 1Y | -3.1% | +26.1% | -29.2% | -10.3% |
| 3Y | +199.3% | +97.4% | +101.9% | +136.5% |
| 5Y | +48.3% | +301.0% | -252.7% | -6.2% |
| All | +196.2% | +1,148.2% | -952.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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