+584.2%
ADBE vs PBF
+289.1%
+295.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | +1.6% | +6.5% | -4.9% | +0.9% |
| 30D | +1.0% | -20.0% | +21.0% | +3.1% |
| 3M | -10.1% | -3.3% | -6.8% | -10.4% |
| 6M | +3.0% | +76.8% | -73.8% | -4.1% |
| YTD | -30.5% | +168.9% | -199.5% | -38.8% |
| 1Y | -27.1% | +96.4% | -123.5% | -33.7% |
| 3Y | -58.8% | +77.2% | -136.0% | -63.2% |
| 5Y | -63.0% | +417.7% | -480.8% | -71.8% |
| 10Y | +134.5% | +264.7% | -130.3% | +63.4% |
| All | +584.2% | +289.1% | +295.1% | +332.2% |
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