+19.2%
PEP vs JOBY
-41.4%
+60.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -1.0% | -5.2% | +4.2% | -0.9% |
| 30D | -0.7% | -19.7% | +19.1% | -0.6% |
| 3M | -4.1% | -31.7% | +27.6% | -4.1% |
| 6M | -13.1% | -37.5% | +24.5% | -13.0% |
| YTD | -2.1% | -51.6% | +49.5% | -2.0% |
| 1Y | -1.7% | -53.3% | +51.6% | -1.6% |
| 3Y | -15.1% | -12.2% | -2.9% | -15.8% |
| 5Y | +3.1% | -31.3% | +34.4% | +1.5% |
| All | +19.2% | -41.4% | +60.6% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling