+253.9%
ADSK vs PR
+65.1%
+188.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.3% |
| 7D | +3.1% | -9.5% | +12.6% | +3.8% |
| 30D | +10.5% | -5.7% | +16.2% | +10.9% |
| 3M | +1.6% | +3.0% | -1.4% | +1.1% |
| 6M | +6.4% | +11.8% | -5.4% | +5.0% |
| YTD | -12.1% | +58.5% | -70.6% | -16.0% |
| 1Y | -12.9% | +69.9% | -82.8% | -17.3% |
| 3Y | +23.5% | +84.9% | -61.4% | +15.6% |
| 5Y | -18.9% | +246.4% | -265.3% | -28.7% |
| 10Y | +253.9% | +70.3% | +183.6% | +259.7% |
| All | +253.9% | +65.1% | +188.9% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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