-61.5%
ADBE vs PBF
+817.4%
-878.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -8.9% | +1.4% | -10.3% | -9.0% |
| 30D | -6.6% | +15.8% | -22.5% | -7.7% |
| 3M | +7.1% | +90.3% | -83.1% | +1.6% |
| 6M | -9.8% | +102.8% | -112.6% | -15.1% |
| YTD | -27.2% | +187.3% | -214.5% | -33.6% |
| 1Y | -28.0% | +161.8% | -189.9% | -34.2% |
| 3Y | -54.5% | +55.5% | -110.0% | -58.0% |
| 5Y | -61.5% | +801.9% | -863.4% | -66.9% |
| All | -61.5% | +817.4% | -878.8% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling