-36.5%
ADSK vs PENG
+106.3%
-142.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.7% |
| 7D | -14.5% | +7.3% | -21.8% | -14.1% |
| 30D | -19.3% | -7.5% | -11.8% | -19.6% |
| 3M | -7.8% | -17.2% | +9.4% | -8.4% |
| 6M | -20.8% | +176.7% | -197.5% | -31.0% |
| YTD | -30.2% | +161.0% | -191.2% | -39.0% |
| 1Y | -36.5% | +108.8% | -145.3% | -44.1% |
| All | -36.5% | +106.3% | -142.8% | -44.1% |
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 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