-52.9%
ADBE vs PL
+40.9%
-93.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.0% |
| 7D | +1.6% | +10.0% | -8.5% | +0.7% |
| 30D | +1.0% | -2.3% | +3.3% | +0.9% |
| 3M | -10.1% | -44.2% | +34.1% | -6.1% |
| 6M | +3.0% | -66.1% | +69.1% | +11.2% |
| YTD | -30.5% | -30.0% | -0.6% | -32.0% |
| 1Y | -27.1% | +21.0% | -48.2% | -33.5% |
| 3Y | -58.8% | +516.5% | -575.3% | -72.5% |
| 5Y | -63.0% | +32.0% | -95.1% | -70.2% |
| All | -52.9% | +40.9% | -93.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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