+48.7%
ADP vs PBF
+419.4%
-370.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +2.2% | +6.5% | -4.3% | +1.8% |
| 30D | +10.6% | -20.0% | +30.6% | +11.8% |
| 3M | +12.9% | -3.3% | +16.3% | +12.8% |
| 6M | +50.6% | +76.8% | -26.2% | +44.3% |
| YTD | +23.2% | +168.9% | -145.8% | +14.2% |
| 1Y | +25.3% | +96.4% | -71.1% | +18.5% |
| 3Y | +47.1% | +77.2% | -30.1% | +36.6% |
| All | +48.7% | +419.4% | -370.7% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling