-57.7%
ADBE vs PR
+64.2%
-121.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.1% |
| 7D | -4.4% | -16.4% | +12.0% | -2.4% |
| 30D | +2.8% | -1.9% | +4.7% | +2.7% |
| 3M | -8.0% | +8.0% | -16.0% | -9.3% |
| 6M | -4.3% | +4.1% | -8.4% | -5.5% |
| YTD | -31.6% | +58.7% | -90.3% | -36.7% |
| 1Y | -26.9% | +75.8% | -102.7% | -33.5% |
| 3Y | -57.7% | +73.2% | -130.8% | -60.5% |
| All | -57.7% | +64.2% | -121.9% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling