-54.1%
ADBE vs PM
+124.9%
-179.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.5% |
| 7D | -10.1% | -1.3% | -8.8% | -10.0% |
| 30D | -3.0% | -2.6% | -0.4% | -2.9% |
| 3M | +5.0% | +5.8% | -0.8% | +5.1% |
| 6M | -9.3% | +10.6% | -19.9% | -9.4% |
| YTD | -26.5% | +17.2% | -43.7% | -26.9% |
| 1Y | -28.3% | +17.6% | -45.9% | -28.7% |
| 3Y | -54.1% | +124.3% | -178.3% | -60.3% |
| All | -54.1% | +124.9% | -179.0% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 3y: compounded portfolio wealth divided by compounded PM 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…
3y analysis · Full analysis span regression · 6 months rolling