-26.7%
ADSK vs PENG
+107.7%
-134.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -14.3% | +7.8% | -22.1% | -15.4% |
| 30D | -14.8% | -12.2% | -2.6% | -13.5% |
| 3M | -5.7% | -20.6% | +14.9% | -5.9% |
| 6M | -18.7% | +180.9% | -199.6% | -41.4% |
| YTD | -28.3% | +162.3% | -190.6% | -47.9% |
| 1Y | -35.1% | +107.3% | -142.3% | -50.5% |
| 3Y | -3.2% | +110.8% | -113.9% | -34.8% |
| 5Y | -26.7% | +117.8% | -144.5% | -52.4% |
| All | -26.7% | +107.7% | -134.4% | -52.4% |
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