-61.4%
ADBE vs PNR
-21.5%
-39.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -12.9% | -5.5% | -7.4% | -10.6% |
| 30D | -5.6% | -15.6% | +9.9% | +2.0% |
| 3M | +6.6% | -20.2% | +26.8% | +16.6% |
| 6M | -9.6% | -36.6% | +27.1% | +9.8% |
| YTD | -28.9% | -45.0% | +16.1% | -7.2% |
| 1Y | -28.9% | -47.4% | +18.5% | -5.1% |
| 3Y | -55.6% | -13.7% | -41.9% | -57.8% |
| All | -61.4% | -21.5% | -39.9% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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