+319.9%
ADP vs PBF
+260.7%
+59.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +2.2% | +6.5% | -4.3% | +1.4% |
| 30D | +10.6% | -20.0% | +30.6% | +13.0% |
| 3M | +12.9% | -3.3% | +16.3% | +12.6% |
| 6M | +50.6% | +76.8% | -26.2% | +39.4% |
| YTD | +23.2% | +168.9% | -145.8% | +7.3% |
| 1Y | +25.3% | +96.4% | -71.1% | +13.0% |
| 3Y | +47.1% | +77.2% | -30.1% | +29.8% |
| 5Y | +50.1% | +417.7% | -367.7% | +9.1% |
| All | +319.9% | +260.7% | +59.2% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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