-27.7%
PDD vs ADSK
+26.4%
-54.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | -4.9% | +1.0% | -5.9% | -5.1% |
| 30D | -3.0% | +14.4% | -17.4% | -5.7% |
| 3M | -6.2% | +2.5% | -8.7% | -7.1% |
| 6M | -20.7% | +14.5% | -35.2% | -23.9% |
| YTD | -30.4% | -10.7% | -19.7% | -29.5% |
| 1Y | -41.3% | -11.0% | -30.3% | -40.5% |
| 3Y | -27.7% | +25.9% | -53.6% | -36.7% |
| All | -27.7% | +26.4% | -54.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling