-28.9%
ADBE vs PBF
+167.4%
-196.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -12.9% | +2.3% | -15.2% | -12.9% |
| 30D | -5.6% | +11.6% | -17.2% | -5.8% |
| 3M | +6.6% | +81.7% | -75.1% | +4.6% |
| 6M | -9.6% | +96.4% | -106.0% | -11.2% |
| YTD | -28.9% | +189.5% | -218.4% | -29.6% |
| 1Y | -28.9% | +180.7% | -209.7% | -29.8% |
| All | -28.9% | +167.4% | -196.3% | -29.8% |
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