+207.9%
PDD vs ADSK
+60.8%
+147.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +4.7% |
| 7D | -4.1% | -16.4% | +12.3% | +4.3% |
| 30D | -9.6% | -9.2% | -0.4% | -6.2% |
| 3M | -4.3% | -6.7% | +2.5% | -2.7% |
| 6M | -18.8% | -15.5% | -3.3% | -14.2% |
| YTD | -27.5% | -26.4% | -1.1% | -18.5% |
| 1Y | -33.6% | -31.9% | -1.7% | -22.5% |
| 3Y | -20.4% | -1.0% | -19.4% | -27.8% |
| 5Y | -19.6% | -24.5% | +5.0% | -19.8% |
| All | +207.9% | +60.8% | +147.2% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling