-17.9%
PYPL vs JBL
+44.8%
-62.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.2% |
| 7D | -5.9% | -1.0% | -4.9% | -5.9% |
| 30D | -9.4% | -15.1% | +5.7% | -9.5% |
| 3M | +31.3% | -14.0% | +45.4% | +31.2% |
| 6M | +19.1% | +20.6% | -1.5% | +14.8% |
| YTD | -7.9% | +32.9% | -40.8% | -12.7% |
| 1Y | -17.9% | +40.5% | -58.4% | -24.0% |
| All | -17.9% | +44.8% | -62.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling