+4,605.7%
ADSK vs PSA
+13,835.3%
-9,229.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -10.9% | -3.6% | -7.3% | -9.6% |
| 30D | -15.9% | -9.4% | -6.5% | -12.8% |
| 3M | -4.4% | -8.2% | +3.8% | -1.3% |
| 6M | -16.6% | -1.8% | -14.8% | -16.5% |
| YTD | -28.5% | +15.7% | -44.3% | -32.8% |
| 1Y | -34.6% | +6.3% | -40.9% | -36.8% |
| 3Y | -3.5% | +21.6% | -25.0% | -12.2% |
| 5Y | -25.6% | +13.5% | -39.1% | -30.9% |
| 10Y | +216.6% | +101.3% | +115.3% | +132.1% |
| All | +4,605.7% | +13,835.3% | -9,229.6% | +1,474.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling