+252.3%
ADSK vs PPL
+65.2%
+187.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | -3.7% | -1.0% | -2.8% | -3.4% |
| 30D | +11.3% | +3.0% | +8.3% | +10.2% |
| 3M | +3.3% | +1.1% | +2.2% | +2.8% |
| 6M | +10.1% | -0.8% | +10.9% | +10.0% |
| YTD | -12.2% | +3.5% | -15.6% | -13.9% |
| 1Y | -13.9% | -0.9% | -13.0% | -14.3% |
| 3Y | +23.5% | +54.2% | -30.7% | +2.4% |
| 5Y | -20.0% | +46.3% | -66.3% | -32.3% |
| 10Y | +252.3% | +65.0% | +187.2% | +176.9% |
| All | +252.3% | +65.2% | +187.0% | +176.9% |
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