-64.5%
ADBE vs PM
+160.6%
-225.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -5.6% | -7.3% | +1.7% | -4.7% |
| 30D | -2.0% | -4.0% | +2.0% | -1.6% |
| 3M | -10.5% | +2.7% | -13.3% | -10.9% |
| 6M | -6.2% | +14.9% | -21.1% | -7.7% |
| YTD | -32.2% | +23.5% | -55.7% | -34.2% |
| 1Y | -27.4% | +30.4% | -57.8% | -30.1% |
| 3Y | -58.9% | +143.2% | -202.1% | -66.7% |
| 5Y | -64.5% | +159.5% | -223.9% | -70.6% |
| All | -64.5% | +160.6% | -225.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling