+151.4%
ADBE vs PBF
+374.8%
-223.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | -5.4% | +5.3% | -10.7% | -5.8% |
| 30D | -2.5% | +11.7% | -14.2% | -3.6% |
| 3M | +15.3% | +91.1% | -75.8% | +7.9% |
| 6M | -7.8% | +88.4% | -96.3% | -14.0% |
| YTD | -27.9% | +194.1% | -222.0% | -35.9% |
| 1Y | -28.0% | +180.4% | -208.5% | -36.1% |
| 3Y | -55.3% | +59.3% | -114.6% | -59.1% |
| 5Y | -61.7% | +816.3% | -878.0% | -71.6% |
| All | +151.4% | +374.8% | -223.4% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling