-1.4%
PEP vs JOBY
-52.6%
+51.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | -1.4% | -8.2% | +6.8% | -1.7% |
| 30D | -0.2% | -25.1% | +24.8% | -1.3% |
| 3M | -4.3% | -28.8% | +24.5% | -5.2% |
| 6M | -13.2% | -36.1% | +22.9% | -14.3% |
| YTD | -1.9% | -52.2% | +50.3% | -4.1% |
| All | -1.4% | -52.6% | +51.1% | -3.8% |
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