-81.6%
PYPL vs JBL
+410.1%
-491.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -4.3% | +4.0% | -8.3% | -5.5% |
| 30D | -11.5% | -7.5% | -4.0% | -9.6% |
| 3M | +26.1% | -14.1% | +40.2% | +30.3% |
| 6M | +13.7% | +25.9% | -12.2% | +0.6% |
| YTD | -9.8% | +36.7% | -46.5% | -23.6% |
| 1Y | -22.1% | +49.0% | -71.1% | -37.0% |
| 3Y | -13.5% | +191.8% | -205.3% | -54.3% |
| 5Y | -81.6% | +409.8% | -491.4% | -94.0% |
| All | -81.6% | +410.1% | -491.7% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling