-10.2%
ADSK vs PENG
+120.5%
-130.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -9.1% | +16.1% | +6.1% |
| 7D | +11.4% | -20.5% | +31.9% | +9.4% |
| 30D | +21.9% | -20.4% | +42.3% | +20.2% |
| 3M | +13.9% | -16.4% | +30.3% | +13.4% |
| 6M | +9.1% | +49.2% | -40.1% | +3.1% |
| YTD | -8.8% | +147.2% | -155.9% | -18.3% |
| 1Y | -10.2% | +124.7% | -134.9% | -18.8% |
| All | -10.2% | +120.5% | -130.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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