-2.9%
ADSK vs PSA
+22.3%
-25.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | -14.9% | -8.4% | -6.5% | -12.6% |
| 3M | +3.3% | -7.8% | +11.2% | +6.0% |
| 6M | -15.7% | +0.8% | -16.5% | -16.0% |
| YTD | -28.2% | +16.5% | -44.7% | -32.1% |
| 1Y | -34.5% | +4.7% | -39.3% | -35.8% |
| 3Y | -2.9% | +21.1% | -24.0% | -14.3% |
| All | -2.9% | +22.3% | -25.2% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling