+191.5%
PDD vs ADSK
+56.1%
+135.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.1% |
| 7D | -4.6% | -10.9% | +6.3% | +0.5% |
| 30D | -14.0% | -15.9% | +1.9% | -7.4% |
| 3M | -4.9% | -4.4% | -0.5% | -4.5% |
| 6M | -25.8% | -16.6% | -9.1% | -21.1% |
| YTD | -31.4% | -28.5% | -2.8% | -21.8% |
| 1Y | -37.6% | -34.6% | -2.9% | -25.6% |
| 3Y | -18.4% | -3.5% | -14.9% | -25.1% |
| 5Y | -25.0% | -25.6% | +0.6% | -24.7% |
| All | +191.5% | +56.1% | +135.4% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling