+253.9%
ADSK vs PPL
+65.3%
+188.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +10.5% | +4.3% | +6.2% | +8.9% |
| 3M | +1.6% | +2.9% | -1.4% | +0.4% |
| 6M | +6.4% | +1.1% | +5.3% | +5.6% |
| YTD | -12.1% | +4.5% | -16.6% | -14.2% |
| 1Y | -12.9% | +0.1% | -13.0% | -13.7% |
| 3Y | +23.5% | +55.7% | -32.2% | +2.1% |
| 5Y | -18.9% | +47.6% | -66.5% | -31.5% |
| 10Y | +253.9% | +66.8% | +187.1% | +176.1% |
| All | +253.9% | +65.3% | +188.6% | +176.1% |
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