-2.6%
PEP vs JOBY
-48.4%
+45.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.8% |
| 7D | -2.4% | -3.4% | +1.0% | -2.6% |
| 30D | -0.8% | -13.6% | +12.8% | -1.4% |
| 3M | -2.2% | -39.5% | +37.3% | -3.4% |
| 6M | -14.4% | -31.9% | +17.5% | -15.2% |
| YTD | -2.2% | -48.9% | +46.7% | -4.1% |
| 1Y | -2.6% | -48.5% | +46.0% | -6.1% |
| All | -2.6% | -48.4% | +45.8% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling