-20.1%
ADSK vs PENG
+56.2%
-76.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.3% | -8.6% | -0.5% |
| 7D | +2.1% | -3.8% | +5.9% | +1.7% |
| 30D | +11.9% | -40.1% | +52.0% | +17.8% |
| 3M | +5.7% | -21.8% | +27.5% | +6.2% |
| 6M | +7.7% | +3.3% | +4.4% | -3.8% |
| YTD | -11.0% | +133.6% | -144.7% | -36.1% |
| 1Y | -11.4% | +110.7% | -122.1% | -35.0% |
| 3Y | +28.7% | +204.3% | -175.6% | -22.8% |
| 5Y | -20.1% | +54.4% | -74.4% | -45.9% |
| All | -20.1% | +56.2% | -76.3% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling