-7.7%
ADP vs PBF
+176.6%
-184.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.7% | -3.5% |
| 7D | -5.5% | +2.4% | -7.9% | -5.5% |
| 30D | -1.2% | +24.9% | -26.1% | -1.4% |
| 3M | +17.9% | +81.9% | -64.0% | +16.6% |
| 6M | +20.3% | +79.4% | -59.0% | +19.0% |
| YTD | +5.8% | +188.3% | -182.5% | +6.6% |
| 1Y | -7.7% | +177.3% | -185.0% | -7.4% |
| All | -7.7% | +176.6% | -184.3% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling