+765.6%
ADBE vs PM
+752.6%
+13.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.8% | -5.9% |
| 7D | -8.6% | -4.9% | -3.7% | -6.6% |
| 30D | +2.8% | -3.4% | +6.2% | +4.2% |
| 3M | +3.1% | +5.2% | -2.0% | +0.8% |
| 6M | -2.4% | +3.7% | -6.1% | -5.1% |
| YTD | -23.9% | +15.8% | -39.6% | -29.7% |
| 1Y | -22.6% | +17.4% | -40.0% | -29.3% |
| 3Y | -52.7% | +116.9% | -169.6% | -68.9% |
| 5Y | -60.0% | +117.3% | -177.3% | -74.3% |
| 10Y | +157.3% | +193.8% | -36.4% | +31.8% |
| All | +765.6% | +752.6% | +13.0% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling