-48.3%
ADBE vs PL
+84.9%
-133.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.6% |
| 7D | -8.6% | -9.3% | +0.7% | -7.9% |
| 30D | +2.8% | -18.9% | +21.7% | +4.5% |
| 3M | +3.1% | -58.4% | +61.5% | +10.5% |
| 6M | -2.4% | -30.3% | +27.9% | -2.4% |
| YTD | -23.9% | -8.1% | -15.7% | -26.7% |
| 1Y | -22.6% | +180.5% | -203.1% | -36.3% |
| 3Y | -52.7% | +444.1% | -496.8% | -66.8% |
| 5Y | -60.0% | +83.0% | -143.0% | -68.7% |
| All | -48.3% | +84.9% | -133.2% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling