+268.2%
PM vs JOBY
-53.4%
+321.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.1% |
| 1Y | +32.8% | -65.7% | +98.4% | +33.9% |
| 3Y | +150.0% | -7.0% | +157.0% | +143.7% |
| 5Y | +164.2% | -44.2% | +208.4% | +156.4% |
| All | +268.2% | -53.4% | +321.6% | +248.0% |
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