-26.7%
ADSK vs PR
+409.5%
-436.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.9% | -2.8% |
| 7D | -14.3% | -0.6% | -13.7% | -14.2% |
| 30D | -14.8% | +17.4% | -32.2% | -17.1% |
| 3M | -5.7% | +21.8% | -27.5% | -9.1% |
| 6M | -18.7% | +27.6% | -46.3% | -22.5% |
| YTD | -28.3% | +71.4% | -99.7% | -35.3% |
| 1Y | -35.1% | +78.3% | -113.4% | -42.1% |
| 3Y | -3.2% | +85.5% | -88.7% | -16.3% |
| 5Y | -26.7% | +422.7% | -449.4% | -47.3% |
| All | -26.7% | +409.5% | -436.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling