-14.9%
PEP vs JOBY
-13.1%
-1.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.9% | -1.3% |
| 7D | -1.7% | -5.9% | +4.2% | -1.7% |
| 30D | +0.3% | -27.1% | +27.4% | +0.1% |
| 3M | -3.2% | -30.7% | +27.5% | -3.4% |
| 6M | -13.6% | -36.1% | +22.5% | -13.7% |
| YTD | -1.9% | -51.4% | +49.5% | -2.1% |
| 1Y | -0.6% | -52.2% | +51.6% | -1.0% |
| All | -14.9% | -13.1% | -1.7% | -16.3% |
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