-45.8%
ADBE vs PCOR
-30.9%
-14.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.5% | -5.1% |
| 7D | -8.6% | -9.0% | +0.4% | -5.3% |
| 30D | +2.8% | +4.2% | -1.4% | +1.4% |
| 3M | +3.1% | +14.4% | -11.3% | -2.1% |
| 6M | -2.4% | +0.2% | -2.6% | -3.6% |
| YTD | -23.9% | -20.3% | -3.6% | -19.0% |
| 1Y | -22.6% | -16.1% | -6.5% | -19.6% |
| 3Y | -52.7% | -14.7% | -38.0% | -53.8% |
| 5Y | -60.0% | -43.2% | -16.9% | -60.1% |
| All | -45.8% | -30.9% | -14.9% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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