+22.0%
PG vs JOBY
-41.4%
+63.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -0.8% | -5.2% | +4.4% | -0.8% |
| 30D | +0.8% | -19.7% | +20.5% | +0.8% |
| 3M | -1.3% | -31.7% | +30.4% | -1.3% |
| 6M | -3.8% | -37.5% | +33.7% | -3.8% |
| YTD | +3.6% | -51.6% | +55.2% | +3.7% |
| 1Y | -5.7% | -53.3% | +47.6% | -5.7% |
| 3Y | +1.6% | -12.2% | +13.8% | +0.4% |
| 5Y | +14.6% | -31.3% | +45.9% | +11.7% |
| All | +22.0% | -41.4% | +63.3% | +16.5% |
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 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