+4,619.0%
ADSK vs PH
+25,009.0%
-20,390.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -14.3% | +0.4% | -14.7% | -14.5% |
| 30D | -14.8% | -10.8% | -4.0% | -10.2% |
| 3M | -5.7% | +8.5% | -14.2% | -10.2% |
| 6M | -18.7% | +3.9% | -22.6% | -21.9% |
| YTD | -28.3% | +9.4% | -37.7% | -33.2% |
| 1Y | -35.1% | +26.8% | -61.9% | -43.9% |
| 3Y | -3.2% | +140.8% | -144.0% | -40.4% |
| 5Y | -26.7% | +253.8% | -280.5% | -62.6% |
| 10Y | +208.4% | +792.3% | -583.9% | -3.7% |
| All | +4,619.0% | +25,009.0% | -20,390.0% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling