+129.2%
ADBE vs PR
+72.8%
+56.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | -0.2% | -4.6% | +4.4% | 0.0% |
| 3M | -9.9% | +4.7% | -14.6% | -10.2% |
| 6M | -3.5% | +12.4% | -15.9% | -4.3% |
| YTD | -32.1% | +62.9% | -95.0% | -34.2% |
| 1Y | -28.7% | +70.6% | -99.3% | -31.0% |
| 3Y | -60.2% | +90.0% | -150.2% | -62.0% |
| 5Y | -63.1% | +255.5% | -318.6% | -66.1% |
| 10Y | +129.2% | +78.7% | +50.4% | +138.9% |
| All | +129.2% | +72.8% | +56.4% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling