+21.1%
PEP vs JOBY
-37.2%
+58.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +0.7% | -20.8% | +21.5% | +0.7% |
| 3M | -0.5% | -29.5% | +29.0% | -0.5% |
| 6M | -11.3% | -28.4% | +17.1% | -11.3% |
| YTD | -0.6% | -48.2% | +47.6% | -0.5% |
| 1Y | +1.7% | -49.1% | +50.7% | +1.7% |
| 3Y | -12.5% | -6.3% | -6.2% | -13.2% |
| 5Y | +3.9% | -27.2% | +31.1% | +2.3% |
| All | +21.1% | -37.2% | +58.3% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling