-58.4%
PINS vs ADSK
-20.7%
-37.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -3.4% | -3.6% | +0.2% | -0.9% |
| 30D | -14.5% | +12.6% | -27.1% | -21.2% |
| 3M | -16.5% | +4.0% | -20.5% | -19.7% |
| 6M | -7.0% | +10.5% | -17.5% | -15.0% |
| YTD | -26.1% | -12.3% | -13.8% | -21.6% |
| 1Y | -30.0% | -14.0% | -16.0% | -24.7% |
| 3Y | -38.5% | +23.2% | -61.7% | -52.4% |
| 5Y | -58.4% | -21.2% | -37.2% | -65.3% |
| All | -58.4% | -20.7% | -37.7% | -65.3% |
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 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