+350.8%
ADSK vs PR
+149.9%
+200.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +2.1% | -12.4% | +14.5% | +3.1% |
| 30D | +11.9% | -6.6% | +18.5% | +12.3% |
| 3M | +5.7% | +7.5% | -1.8% | +4.9% |
| 6M | +7.7% | +10.8% | -3.1% | +6.4% |
| YTD | -11.0% | +57.0% | -68.1% | -14.8% |
| 1Y | -11.4% | +67.9% | -79.3% | -15.7% |
| 3Y | +28.7% | +87.6% | -58.9% | +20.4% |
| 5Y | -20.1% | +220.4% | -240.4% | -29.4% |
| 10Y | +262.6% | +64.8% | +197.8% | +242.7% |
| All | +350.8% | +149.9% | +200.9% | +322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling