-11.0%
ADSK vs PENG
+130.4%
-141.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +1.4% |
| 7D | +1.0% | +13.2% | -12.2% | +2.4% |
| 30D | +14.4% | -29.9% | +44.3% | +11.9% |
| 3M | +2.5% | -22.2% | +24.7% | +1.9% |
| 6M | +14.5% | -1.9% | +16.3% | +12.8% |
| YTD | -10.7% | +142.1% | -152.8% | -20.1% |
| 1Y | -11.0% | +151.5% | -162.5% | -21.1% |
| All | -11.0% | +130.4% | -141.4% | -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 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