-1.7%
PEP vs ADSK
-34.7%
+33.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.0% | -2.5% | +1.6% | -0.9% |
| 30D | -0.7% | -14.9% | +14.2% | -0.3% |
| 3M | -4.1% | +3.3% | -7.5% | -4.2% |
| 6M | -13.1% | -15.7% | +2.6% | -14.8% |
| YTD | -2.1% | -28.2% | +26.1% | -5.6% |
| 1Y | -1.7% | -34.5% | +32.9% | -6.5% |
| All | -1.7% | -34.7% | +33.0% | -6.5% |
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