+239.0%
PM vs JOBY
-37.2%
+276.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.2% |
| 7D | -1.3% | +2.2% | -3.5% | -1.3% |
| 30D | -2.6% | -20.8% | +18.3% | -2.4% |
| 3M | +5.8% | -29.5% | +35.3% | +6.1% |
| 6M | +10.6% | -28.4% | +38.9% | +10.7% |
| YTD | +17.2% | -48.2% | +65.3% | +17.8% |
| 1Y | +17.6% | -49.1% | +66.7% | +18.0% |
| 3Y | +124.3% | -6.3% | +130.6% | +119.0% |
| 5Y | +125.1% | -27.2% | +152.3% | +118.2% |
| All | +239.0% | -37.2% | +276.2% | +219.8% |
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