-3.3%
ADSK vs PBF
+56.6%
-59.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -10.9% | +2.3% | -13.2% | -11.0% |
| 30D | -15.9% | +11.6% | -27.4% | -16.4% |
| 3M | -4.4% | +81.7% | -86.1% | -8.2% |
| 6M | -16.6% | +96.4% | -113.1% | -20.8% |
| YTD | -28.5% | +189.5% | -218.0% | -34.4% |
| 1Y | -34.6% | +180.7% | -215.4% | -40.2% |
| All | -3.3% | +56.6% | -59.9% | -13.2% |
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