+151.4%
ADBE vs PBR
+697.0%
-545.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -5.4% | +5.4% | -10.7% | -6.1% |
| 30D | -2.5% | +22.9% | -25.4% | -5.6% |
| 3M | +15.3% | +19.6% | -4.4% | +11.8% |
| 6M | -7.8% | +16.5% | -24.3% | -10.5% |
| YTD | -27.9% | +86.7% | -114.6% | -35.2% |
| 1Y | -28.0% | +74.7% | -102.8% | -34.8% |
| 3Y | -55.3% | +102.6% | -157.9% | -61.1% |
| 5Y | -61.7% | +566.6% | -628.3% | -74.1% |
| All | +151.4% | +697.0% | -545.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling