+161.2%
PANW vs JOBY
-13.5%
+174.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -0.8% | -5.2% | +4.4% | -0.2% |
| 30D | -14.6% | -19.7% | +5.2% | -12.4% |
| 3M | +18.3% | -31.7% | +50.0% | +23.0% |
| 6M | +100.5% | -37.5% | +138.0% | +109.2% |
| YTD | +79.5% | -51.6% | +131.1% | +91.1% |
| 1Y | +66.7% | -53.3% | +120.0% | +76.7% |
| 3Y | +161.2% | -12.2% | +173.5% | +156.0% |
| All | +161.2% | -13.5% | +174.8% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 3y: compounded portfolio wealth divided by compounded JOBY 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…
3y analysis · Full analysis span regression · 6 months rolling