+148.0%
ADBE vs PFGC
+294.6%
-146.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -2.1% |
| 7D | -12.9% | -4.8% | -8.1% | -12.1% |
| 30D | -5.6% | -17.2% | +11.6% | -2.2% |
| 3M | +6.6% | -6.3% | +13.0% | +7.9% |
| 6M | -9.6% | +8.8% | -18.4% | -11.4% |
| YTD | -28.9% | +4.9% | -33.8% | -30.2% |
| 1Y | -28.9% | -9.5% | -19.4% | -28.2% |
| 3Y | -55.6% | +59.6% | -115.2% | -60.1% |
| 5Y | -62.2% | +113.5% | -175.7% | -68.1% |
| All | +148.0% | +294.6% | -146.6% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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