-31.9%
ADSK vs PNR
-43.1%
+11.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.3% |
| 7D | -16.4% | -2.4% | -14.0% | -16.1% |
| 30D | -9.2% | -12.8% | +3.5% | -7.3% |
| 3M | -6.7% | -17.0% | +10.3% | -4.8% |
| 6M | -15.5% | -37.4% | +21.9% | -8.4% |
| YTD | -26.4% | -41.6% | +15.2% | -17.8% |
| 1Y | -31.9% | -44.6% | +12.7% | -21.8% |
| All | -31.9% | -43.1% | +11.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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