-63.7%
ADBE vs PL
+33.5%
-97.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | -3.2% | +22.3% | -25.5% | -4.9% |
| 30D | +1.0% | -8.3% | +9.3% | +1.3% |
| 3M | -7.8% | -43.3% | +35.5% | -3.8% |
| 6M | -1.0% | -65.8% | +64.9% | +6.9% |
| YTD | -31.8% | -29.5% | -2.3% | -33.3% |
| 1Y | -29.2% | +11.7% | -41.0% | -34.8% |
| 3Y | -60.1% | +540.6% | -600.6% | -73.4% |
| 5Y | -63.7% | +32.9% | -96.6% | -70.1% |
| All | -63.7% | +33.5% | -97.3% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling