+215.4%
ADSK vs PBF
+374.8%
-159.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.5% | +5.3% | -7.9% | -3.2% |
| 30D | -14.9% | +11.7% | -26.6% | -16.3% |
| 3M | +3.3% | +91.1% | -87.8% | -6.3% |
| 6M | -15.7% | +88.4% | -104.1% | -23.9% |
| YTD | -28.2% | +194.1% | -222.3% | -39.8% |
| 1Y | -34.5% | +180.4% | -215.0% | -45.2% |
| 3Y | -2.9% | +59.3% | -62.2% | -14.6% |
| 5Y | -25.3% | +816.3% | -841.6% | -53.1% |
| All | +215.4% | +374.8% | -159.5% | +101.4% |
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 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