-54.1%
ADBE vs PBF
+62.4%
-116.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.7% | -3.7% |
| 7D | -10.1% | +2.4% | -12.4% | -10.2% |
| 30D | -3.0% | +24.9% | -27.9% | -4.4% |
| 3M | +5.0% | +81.9% | -76.9% | +0.2% |
| 6M | -9.3% | +79.4% | -88.7% | -13.7% |
| YTD | -26.5% | +188.3% | -214.8% | -32.7% |
| 1Y | -28.3% | +177.3% | -205.5% | -34.6% |
| 3Y | -54.1% | +56.0% | -110.1% | -60.5% |
| All | -54.1% | +62.4% | -116.5% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling