+130.7%
ADSK vs PENG
+735.0%
-604.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -3.6% | +34.6% | -38.2% | -8.7% |
| 30D | +12.6% | -35.9% | +48.5% | +19.2% |
| 3M | +4.0% | -14.7% | +18.7% | +3.1% |
| 6M | +10.5% | +13.5% | -3.1% | -3.6% |
| YTD | -12.3% | +156.1% | -168.5% | -38.3% |
| 1Y | -14.0% | +141.3% | -155.3% | -38.7% |
| 3Y | +23.2% | +223.4% | -200.2% | -24.2% |
| 5Y | -21.2% | +67.4% | -88.6% | -47.1% |
| All | +130.7% | +735.0% | -604.3% | +18.3% |
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