-24.5%
ADSK vs PNR
-21.7%
-2.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -2.5% | -6.0% | +3.5% | +0.8% |
| 30D | -14.9% | -14.0% | -0.9% | -7.6% |
| 3M | +3.3% | -21.7% | +25.0% | +16.2% |
| 6M | -15.7% | -37.3% | +21.6% | +6.9% |
| YTD | -28.2% | -45.1% | +16.9% | -1.8% |
| 1Y | -34.5% | -49.1% | +14.6% | -6.1% |
| 3Y | -2.9% | -14.8% | +11.9% | -6.9% |
| All | -24.5% | -21.7% | -2.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling