+162.6%
PM vs JOBY
-44.4%
+206.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +1.2% |
| 7D | +0.5% | -14.3% | +14.9% | +0.6% |
| 30D | -3.2% | +10.2% | -13.4% | -3.3% |
| 3M | +6.2% | -38.5% | +44.7% | +6.5% |
| 6M | +7.7% | -54.1% | +61.7% | +8.3% |
| YTD | +27.3% | -61.5% | +88.8% | +28.2% |
| 1Y | +32.8% | -65.7% | +98.4% | +34.0% |
| 3Y | +150.0% | -7.0% | +157.0% | +142.5% |
| All | +162.6% | -44.4% | +206.9% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling