-34.5%
PINS vs ADSK
-5.9%
-28.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.6% | -6.6% | -7.9% |
| 7D | -13.9% | -14.5% | +0.7% | -7.1% |
| 30D | -25.0% | -19.3% | -5.7% | -17.1% |
| 3M | -16.6% | -7.8% | -8.8% | -14.4% |
| 6M | -7.0% | -20.8% | +13.8% | +2.6% |
| YTD | -29.4% | -30.2% | +0.8% | -17.4% |
| 1Y | -49.9% | -36.5% | -13.5% | -38.7% |
| All | -34.5% | -5.9% | -28.6% | -34.8% |
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 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