-2.9%
ADSK vs PEG
+31.8%
-34.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | -14.9% | -3.7% | -11.2% | -14.6% |
| 3M | +3.3% | -7.3% | +10.6% | +4.0% |
| 6M | -15.7% | -10.5% | -5.2% | -14.8% |
| YTD | -28.2% | -7.5% | -20.7% | -28.1% |
| 1Y | -34.5% | -8.7% | -25.8% | -34.3% |
| 3Y | -2.9% | +31.4% | -34.3% | -6.1% |
| All | -2.9% | +31.8% | -34.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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