-22.6%
ADBE vs PBF
+176.4%
-199.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.7% |
| 7D | -8.6% | +4.3% | -12.9% | -8.6% |
| 30D | +2.8% | +22.0% | -19.2% | +2.5% |
| 3M | +3.1% | +74.5% | -71.4% | +1.3% |
| 6M | -2.4% | +67.7% | -70.1% | -4.3% |
| YTD | -23.9% | +179.2% | -203.0% | -24.6% |
| 1Y | -22.6% | +170.0% | -192.6% | -23.3% |
| All | -22.6% | +176.4% | -199.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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