-81.0%
PYPL vs JOBY
-33.6%
-47.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -5.9% | -8.2% | +2.2% | -4.6% |
| 30D | -9.4% | -25.1% | +15.6% | -4.9% |
| 3M | +31.3% | -28.8% | +60.1% | +37.9% |
| 6M | +19.1% | -36.1% | +55.2% | +26.1% |
| YTD | -7.9% | -52.2% | +44.3% | +1.9% |
| 1Y | -17.9% | -52.4% | +34.5% | -10.6% |
| 3Y | -11.6% | -13.6% | +2.0% | -23.6% |
| 5Y | -81.0% | -32.2% | -48.9% | -85.3% |
| All | -81.0% | -33.6% | -47.4% | -85.3% |
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