-24.5%
ADSK vs PBR
+552.2%
-576.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -2.5% | +5.4% | -7.9% | -2.9% |
| 30D | -14.9% | +22.9% | -37.7% | -16.1% |
| 3M | +3.3% | +19.6% | -16.3% | +1.9% |
| 6M | -15.7% | +16.5% | -32.1% | -16.8% |
| YTD | -28.2% | +86.7% | -114.9% | -32.5% |
| 1Y | -34.5% | +74.7% | -109.3% | -38.1% |
| 3Y | -2.9% | +102.6% | -105.5% | -10.1% |
| All | -24.5% | +552.2% | -576.6% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling