+1,030.3%
PAAS vs JBL
+43,343.0%
-42,312.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +2.3% |
| 7D | +8.8% | -5.2% | +14.0% | +9.3% |
| 30D | -8.5% | -17.5% | +9.1% | -6.7% |
| 3M | -17.0% | -26.0% | +9.0% | -14.7% |
| 6M | -27.9% | -28.9% | +1.0% | -25.6% |
| YTD | -17.5% | +10.8% | -28.3% | -18.6% |
| 1Y | +22.8% | +18.3% | +4.5% | +20.5% |
| 3Y | +224.2% | +102.2% | +122.0% | +199.2% |
| 5Y | +73.6% | +303.2% | -229.6% | +49.8% |
| 10Y | +186.4% | +1,152.0% | -965.7% | +122.8% |
| All | +1,030.3% | +43,343.0% | -42,312.7% | +591.2% |
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