+151.5%
ADBE vs PR
+152.6%
-1.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.0% |
| 7D | -4.4% | -16.4% | +12.0% | -3.5% |
| 30D | +2.8% | -1.9% | +4.7% | +2.8% |
| 3M | -8.0% | +8.0% | -16.0% | -8.5% |
| 6M | -4.3% | +4.1% | -8.4% | -4.8% |
| YTD | -31.6% | +58.7% | -90.3% | -33.6% |
| 1Y | -26.9% | +75.8% | -102.7% | -29.4% |
| 3Y | -57.7% | +73.2% | -130.8% | -59.3% |
| 5Y | -63.9% | +230.1% | -294.0% | -66.7% |
| 10Y | +125.3% | +67.4% | +58.0% | +127.2% |
| All | +151.5% | +152.6% | -1.1% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling