-31.9%
ADSK vs PSA
+7.3%
-39.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.0% | -8.1% |
| 7D | -16.4% | -3.7% | -12.7% | -16.0% |
| 30D | -9.2% | -7.7% | -1.5% | -8.3% |
| 3M | -6.7% | -0.6% | -6.1% | -5.8% |
| 6M | -15.5% | -0.9% | -14.6% | -15.0% |
| YTD | -26.4% | +18.7% | -45.0% | -26.8% |
| 1Y | -31.9% | +7.6% | -39.5% | -31.2% |
| All | -31.9% | +7.3% | -39.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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