+49.1%
ADP vs PBF
+407.6%
-358.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +3.2% | -13.8% | +17.0% | +4.0% |
| 30D | +14.9% | -19.6% | +34.5% | +16.1% |
| 3M | +11.6% | +10.3% | +1.4% | +10.6% |
| 6M | +48.5% | +63.4% | -15.0% | +42.9% |
| YTD | +20.6% | +152.6% | -132.1% | +12.2% |
| 1Y | +23.7% | +87.4% | -63.7% | +17.3% |
| 3Y | +47.8% | +63.3% | -15.5% | +38.0% |
| All | +49.1% | +407.6% | -358.6% | +24.4% |
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 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