-34.5%
ADSK vs PNR
-47.6%
+13.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -2.5% | -6.0% | +3.5% | -1.5% |
| 30D | -14.9% | -14.0% | -0.9% | -12.8% |
| 3M | +3.3% | -21.7% | +25.0% | +6.4% |
| 6M | -15.7% | -37.3% | +21.6% | -9.5% |
| YTD | -28.2% | -45.1% | +16.9% | -19.0% |
| 1Y | -34.5% | -49.1% | +14.6% | -23.0% |
| All | -34.5% | -47.6% | +13.0% | -23.0% |
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