+1,269.9%
PAAS vs JBL
+53,321.3%
-52,051.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.5% |
| 7D | -2.9% | +3.0% | -5.9% | -3.2% |
| 30D | +6.8% | -8.3% | +15.1% | +7.6% |
| 3M | -2.9% | -16.9% | +14.0% | -1.3% |
| 6M | -16.4% | +21.8% | -38.2% | -18.2% |
| YTD | 0.0% | +36.3% | -36.3% | -3.2% |
| 1Y | +54.3% | +49.5% | +4.8% | +47.9% |
| 3Y | +230.7% | +170.6% | +60.0% | +196.4% |
| 5Y | +111.6% | +408.4% | -296.7% | +78.6% |
| 10Y | +211.7% | +1,450.4% | -1,238.7% | +137.8% |
| All | +1,269.9% | +53,321.3% | -52,051.4% | +721.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling