-26.7%
ADSK vs PPL
+39.3%
-66.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -14.3% | +1.8% | -16.1% | -14.9% |
| 30D | -14.8% | -1.1% | -13.7% | -14.6% |
| 3M | -5.7% | 0.0% | -5.7% | -5.9% |
| 6M | -18.7% | -7.6% | -11.1% | -16.6% |
| YTD | -28.3% | +1.7% | -30.0% | -29.6% |
| 1Y | -35.1% | +1.5% | -36.6% | -36.3% |
| 3Y | -3.2% | +55.3% | -58.4% | -26.7% |
| 5Y | -26.7% | +37.7% | -64.4% | -42.3% |
| All | -26.7% | +39.3% | -66.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling