+259.5%
ADSK vs PPL
+67.2%
+192.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +1.0% | -0.4% | +1.4% | +1.2% |
| 30D | +14.4% | +2.6% | +11.8% | +13.4% |
| 3M | +2.5% | +0.8% | +1.7% | +2.1% |
| 6M | +14.5% | +1.4% | +13.0% | +13.5% |
| YTD | -10.7% | +4.3% | -15.0% | -12.7% |
| 1Y | -11.0% | +0.8% | -11.8% | -12.0% |
| 3Y | +25.9% | +57.9% | -32.1% | +3.4% |
| 5Y | -19.7% | +48.3% | -68.0% | -32.3% |
| All | +259.5% | +67.2% | +192.4% | +181.5% |
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