+131.2%
ADSK vs PENG
+644.0%
-512.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +3.1% | -16.1% | +19.2% | +5.2% |
| 30D | +10.5% | -41.5% | +52.0% | +18.8% |
| 3M | +1.6% | -19.1% | +20.7% | +1.5% |
| 6M | +6.4% | +0.9% | +5.5% | -5.1% |
| YTD | -12.1% | +128.2% | -140.3% | -36.8% |
| 1Y | -12.9% | +98.6% | -111.5% | -35.5% |
| 3Y | +23.5% | +188.2% | -164.7% | -22.4% |
| 5Y | -18.9% | +55.5% | -74.4% | -44.9% |
| All | +131.2% | +644.0% | -512.8% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling