+127.4%
ADBE vs PR
+65.1%
+62.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -3.8% | -9.5% | +5.7% | -3.3% |
| 30D | -2.3% | -5.7% | +3.4% | -2.1% |
| 3M | -13.3% | +3.0% | -16.3% | -13.5% |
| 6M | -6.5% | +11.8% | -18.3% | -7.2% |
| YTD | -32.4% | +58.5% | -90.8% | -34.3% |
| 1Y | -28.0% | +69.9% | -97.9% | -30.4% |
| 3Y | -60.4% | +84.9% | -145.3% | -62.0% |
| 5Y | -63.4% | +246.4% | -309.9% | -66.4% |
| 10Y | +127.4% | +70.3% | +57.1% | +136.6% |
| All | +127.4% | +65.1% | +62.4% | +136.6% |
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