+4,623.3%
ADSK vs PNR
+3,426.6%
+1,196.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -2.5% | -6.0% | +3.5% | +0.1% |
| 30D | -14.9% | -14.0% | -0.9% | -9.2% |
| 3M | +3.3% | -21.7% | +25.0% | +13.5% |
| 6M | -15.7% | -37.3% | +21.6% | +1.0% |
| YTD | -28.2% | -45.1% | +16.9% | -9.3% |
| 1Y | -34.5% | -49.1% | +14.6% | -14.6% |
| 3Y | -2.9% | -14.8% | +11.9% | -0.2% |
| 5Y | -25.3% | -21.0% | -4.3% | -20.9% |
| 10Y | +217.8% | +64.7% | +153.0% | +140.3% |
| All | +4,623.3% | +3,426.6% | +1,196.7% | +1,657.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling