-39.3%
PINS vs ADSK
+24.0%
-63.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.4% | -3.6% | +0.2% | -1.6% |
| 30D | -14.5% | +12.6% | -27.1% | -19.4% |
| 3M | -16.5% | +4.0% | -20.5% | -18.8% |
| 6M | -7.0% | +10.5% | -17.5% | -12.8% |
| YTD | -26.1% | -12.3% | -13.8% | -23.1% |
| 1Y | -30.0% | -14.0% | -16.0% | -26.4% |
| All | -39.3% | +24.0% | -63.3% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling