-37.6%
PDD vs ADSK
-35.0%
-2.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.3% |
| 7D | -4.6% | -10.9% | +6.3% | -3.1% |
| 30D | -14.0% | -15.9% | +1.9% | -12.0% |
| 3M | -4.9% | -4.4% | -0.5% | -5.8% |
| 6M | -25.8% | -16.6% | -9.1% | -25.1% |
| YTD | -31.4% | -28.5% | -2.8% | -27.2% |
| 1Y | -37.6% | -34.6% | -2.9% | -32.8% |
| All | -37.6% | -35.0% | -2.6% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling