+650.1%
ADBE vs PBF
+303.9%
+346.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.6% |
| 7D | -8.6% | +4.3% | -12.9% | -9.0% |
| 30D | +2.8% | +22.0% | -19.2% | +0.6% |
| 3M | +3.1% | +74.5% | -71.4% | -3.3% |
| 6M | -2.4% | +67.7% | -70.1% | -8.7% |
| YTD | -23.9% | +179.2% | -203.0% | -32.8% |
| 1Y | -22.6% | +170.0% | -192.6% | -31.9% |
| 3Y | -52.7% | +66.4% | -119.1% | -57.3% |
| 5Y | -60.0% | +764.5% | -824.5% | -71.3% |
| 10Y | +157.3% | +358.5% | -201.2% | +72.8% |
| All | +650.1% | +303.9% | +346.2% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling