+5.8%
PFE vs JOBY
-53.4%
+59.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.3% |
| 7D | -1.7% | -14.3% | +12.6% | -1.5% |
| 30D | +0.3% | +10.2% | -9.8% | +0.2% |
| 3M | +9.4% | -38.5% | +47.9% | +10.0% |
| 6M | +14.9% | -54.1% | +69.0% | +15.9% |
| YTD | +23.8% | -61.5% | +85.3% | +24.9% |
| 1Y | +19.5% | -65.7% | +85.2% | +20.8% |
| 3Y | +21.0% | -7.0% | +28.0% | +20.6% |
| 5Y | -23.9% | -44.2% | +20.3% | -24.7% |
| All | +5.8% | -53.4% | +59.2% | +3.4% |
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