-21.5%
PINS vs ADSK
+57.1%
-78.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -1.2% |
| 7D | +1.0% | +1.0% | 0.0% | +0.3% |
| 30D | -12.0% | +14.4% | -26.4% | -20.1% |
| 3M | -17.9% | +2.5% | -20.4% | -20.4% |
| 6M | -1.0% | +14.5% | -15.5% | -12.2% |
| YTD | -26.0% | -10.7% | -15.4% | -22.6% |
| 1Y | -28.5% | -11.0% | -17.4% | -25.0% |
| 3Y | -39.2% | +25.9% | -65.0% | -53.4% |
| 5Y | -58.3% | -19.7% | -38.6% | -57.0% |
| All | -21.5% | +57.1% | -78.6% | -51.3% |
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