-31.9%
ADSK vs PBR
+70.4%
-102.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.9% | -6.4% | -8.5% |
| 7D | -16.4% | +8.6% | -25.0% | -15.3% |
| 30D | -9.2% | +12.8% | -22.0% | -7.6% |
| 3M | -6.7% | +14.7% | -21.4% | -4.8% |
| 6M | -15.5% | +25.2% | -40.7% | -12.9% |
| YTD | -26.4% | +77.1% | -103.5% | -22.3% |
| 1Y | -31.9% | +69.6% | -101.5% | -28.4% |
| All | -31.9% | +70.4% | -102.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling