-24.6%
PDD vs ADSK
-28.7%
+4.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.2% |
| 7D | -4.4% | -14.5% | +10.1% | +2.8% |
| 30D | -15.5% | -19.3% | +3.8% | -7.1% |
| 3M | -4.1% | -7.8% | +3.7% | -2.1% |
| 6M | -23.4% | -20.8% | -2.7% | -16.5% |
| YTD | -30.7% | -30.2% | -0.5% | -19.6% |
| 1Y | -37.6% | -36.5% | -1.2% | -24.0% |
| 3Y | -17.5% | -5.7% | -11.8% | -26.0% |
| 5Y | -24.6% | -28.2% | +3.6% | -34.1% |
| All | -24.6% | -28.7% | +4.1% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling