-1.4%
ADSK vs PENG
+108.8%
-110.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.4% | -14.7% | -8.7% |
| 7D | -16.4% | +4.5% | -20.9% | -16.7% |
| 30D | -9.2% | -7.1% | -2.1% | -9.0% |
| 3M | -6.7% | -27.3% | +20.5% | -5.9% |
| 6M | -15.5% | +169.6% | -185.1% | -30.6% |
| YTD | -26.4% | +164.6% | -191.0% | -39.7% |
| 1Y | -31.9% | +109.5% | -141.4% | -42.4% |
| All | -1.4% | +108.8% | -110.2% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling