+18.5%
ADP vs PBF
+64.9%
-46.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -3.4% | +4.3% | -7.7% | -3.5% |
| 30D | +2.8% | +22.0% | -19.2% | +2.1% |
| 3M | +20.9% | +74.5% | -53.6% | +18.3% |
| 6M | +29.9% | +67.7% | -37.8% | +27.0% |
| YTD | +9.6% | +179.2% | -169.5% | +5.5% |
| 1Y | -5.3% | +170.0% | -175.3% | -9.2% |
| All | +18.5% | +64.9% | -46.4% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling