-31.9%
ADSK vs PENG
+118.5%
-150.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.4% | -14.7% | -7.9% |
| 7D | -16.4% | +4.5% | -20.9% | -16.1% |
| 30D | -9.2% | -7.1% | -2.1% | -9.5% |
| 3M | -6.7% | -27.3% | +20.5% | -6.5% |
| 6M | -15.5% | +169.6% | -185.1% | -26.0% |
| YTD | -26.4% | +164.6% | -191.0% | -35.7% |
| 1Y | -31.9% | +109.5% | -141.4% | -38.7% |
| All | -31.9% | +118.5% | -150.4% | -38.7% |
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