-66.8%
PINS vs ADSK
-28.7%
-38.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.6% | -6.6% | -7.5% |
| 7D | -13.9% | -14.5% | +0.7% | -4.4% |
| 30D | -25.0% | -19.3% | -5.7% | -14.0% |
| 3M | -16.6% | -7.8% | -8.8% | -13.4% |
| 6M | -7.0% | -20.8% | +13.8% | +6.8% |
| YTD | -29.4% | -30.2% | +0.8% | -12.2% |
| 1Y | -49.9% | -36.5% | -13.5% | -33.4% |
| 3Y | -33.6% | -5.7% | -27.9% | -37.8% |
| 5Y | -66.8% | -28.2% | -38.7% | -68.5% |
| All | -66.8% | -28.7% | -38.1% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling