-51.3%
ADBE vs PCOR
-10.3%
-41.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -4.4% | +22.7% | -27.1% | -12.1% |
| 30D | +2.8% | +37.5% | -34.7% | -9.4% |
| 3M | -8.0% | +35.2% | -43.2% | -18.4% |
| 6M | -4.3% | +42.2% | -46.6% | -17.1% |
| YTD | -31.6% | +3.6% | -35.2% | -34.7% |
| 1Y | -26.9% | -4.8% | -22.1% | -28.2% |
| 3Y | -57.7% | +48.3% | -106.0% | -66.5% |
| 5Y | -63.9% | -20.1% | -43.8% | -67.7% |
| All | -51.3% | -10.3% | -41.0% | -57.0% |
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