+209.1%
ADSK vs PPL
+52.7%
+156.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | -14.5% | 0.0% | -14.6% | -14.5% |
| 30D | -19.3% | -1.3% | -18.1% | -19.0% |
| 3M | -7.8% | -2.6% | -5.2% | -7.1% |
| 6M | -20.8% | -8.4% | -12.4% | -18.7% |
| YTD | -30.2% | +0.2% | -30.4% | -30.8% |
| 1Y | -36.5% | -0.2% | -36.2% | -37.0% |
| 3Y | -5.7% | +52.9% | -58.6% | -21.8% |
| 5Y | -28.2% | +36.8% | -65.0% | -37.8% |
| 10Y | +209.1% | +57.6% | +151.6% | +145.5% |
| All | +209.1% | +52.7% | +156.5% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling