-24.8%
ADSK vs PBF
+785.3%
-810.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -10.9% | +2.3% | -13.2% | -11.1% |
| 30D | -15.9% | +11.6% | -27.4% | -16.7% |
| 3M | -4.4% | +81.7% | -86.1% | -9.7% |
| 6M | -16.6% | +96.4% | -113.1% | -22.2% |
| YTD | -28.5% | +189.5% | -218.0% | -36.2% |
| 1Y | -34.6% | +180.7% | -215.4% | -41.8% |
| 3Y | -3.5% | +56.6% | -60.1% | -11.5% |
| All | -24.8% | +785.3% | -810.1% | -42.2% |
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 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