+32.8%
PFE vs ADSK
+222.2%
-189.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.6% | -2.5% | 0.0% | -2.2% |
| 30D | +5.4% | -14.9% | +20.2% | +7.9% |
| 3M | +7.8% | +3.3% | +4.5% | +6.8% |
| 6M | +5.0% | -15.7% | +20.7% | +7.1% |
| YTD | +17.1% | -28.2% | +45.3% | +22.3% |
| 1Y | +19.3% | -34.5% | +53.9% | +26.5% |
| 3Y | -0.9% | -2.9% | +1.9% | -3.0% |
| 5Y | -20.8% | -25.3% | +4.5% | -20.9% |
| All | +32.8% | +222.2% | -189.4% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling