+670.8%
ADBE vs PM
+809.8%
-139.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.2% |
| 7D | -5.6% | -7.3% | +1.7% | -2.7% |
| 30D | -2.0% | -4.0% | +2.0% | -0.6% |
| 3M | -10.5% | +2.7% | -13.3% | -11.9% |
| 6M | -6.2% | +14.9% | -21.1% | -12.3% |
| YTD | -32.2% | +23.5% | -55.7% | -39.2% |
| 1Y | -27.4% | +30.4% | -57.8% | -36.6% |
| 3Y | -58.9% | +143.2% | -202.1% | -74.4% |
| 5Y | -64.5% | +159.5% | -223.9% | -79.0% |
| 10Y | +120.0% | +234.7% | -114.6% | +5.0% |
| All | +670.8% | +809.8% | -139.0% | +82.1% |
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