-34.6%
ADSK vs PPL
-1.1%
-33.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.3% |
| 7D | -10.9% | -2.6% | -8.3% | -11.1% |
| 30D | -15.9% | -3.0% | -12.9% | -16.1% |
| 3M | -4.4% | -3.9% | -0.5% | -4.5% |
| 6M | -16.6% | -8.9% | -7.8% | -17.0% |
| YTD | -28.5% | -0.8% | -27.7% | -29.2% |
| 1Y | -34.6% | -2.1% | -32.5% | -34.6% |
| All | -34.6% | -1.1% | -33.5% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling