-23.0%
PINS vs ADSK
+25.7%
-48.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.0% |
| 7D | -9.9% | -10.9% | +1.0% | -2.4% |
| 30D | -20.9% | -15.9% | -5.0% | -11.3% |
| 3M | -13.7% | -4.4% | -9.4% | -12.5% |
| 6M | -3.0% | -16.6% | +13.6% | +7.9% |
| YTD | -27.5% | -28.5% | +1.1% | -10.7% |
| 1Y | -46.8% | -34.6% | -12.1% | -30.1% |
| 3Y | -31.8% | -3.5% | -28.4% | -36.6% |
| 5Y | -65.4% | -25.6% | -39.8% | -62.5% |
| All | -23.0% | +25.7% | -48.7% | -43.8% |
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