+270.5%
ADP vs PBF
+354.3%
-83.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.7% | -3.8% |
| 7D | -5.5% | +2.4% | -7.9% | -5.7% |
| 30D | -1.2% | +24.9% | -26.1% | -3.8% |
| 3M | +17.9% | +81.9% | -64.0% | +9.4% |
| 6M | +20.3% | +79.4% | -59.0% | +11.2% |
| YTD | +5.8% | +188.3% | -182.5% | -7.9% |
| 1Y | -7.7% | +177.3% | -185.0% | -20.0% |
| 3Y | +14.7% | +56.0% | -41.3% | +3.5% |
| 5Y | +45.8% | +804.0% | -758.2% | -1.6% |
| 10Y | +270.5% | +334.1% | -63.6% | +142.6% |
| All | +270.5% | +354.3% | -83.8% | +142.6% |
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