+526.4%
ADSK vs PBF
+317.1%
+209.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.1% |
| 7D | -14.3% | +2.4% | -16.7% | -14.6% |
| 30D | -14.8% | +24.9% | -39.7% | -17.6% |
| 3M | -5.7% | +81.9% | -87.6% | -14.3% |
| 6M | -18.7% | +79.4% | -98.1% | -26.7% |
| YTD | -28.3% | +188.3% | -216.6% | -40.2% |
| 1Y | -35.1% | +177.3% | -212.3% | -46.1% |
| 3Y | -3.2% | +56.0% | -59.2% | -15.3% |
| 5Y | -26.7% | +804.0% | -830.7% | -54.8% |
| 10Y | +208.4% | +334.1% | -125.7% | +76.9% |
| All | +526.4% | +317.1% | +209.3% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling