-10.2%
ADSK vs PH
+20.3%
-30.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.7% | +10.7% | +5.9% |
| 7D | +11.4% | -0.2% | +11.6% | +11.3% |
| 30D | +21.9% | -6.7% | +28.6% | +19.7% |
| 3M | +13.9% | -8.1% | +22.0% | +11.4% |
| 6M | +9.1% | +5.3% | +3.8% | +11.0% |
| YTD | -8.8% | +4.2% | -12.9% | -8.8% |
| 1Y | -10.2% | +19.3% | -29.6% | -9.8% |
| All | -10.2% | +20.3% | -30.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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