+9.3%
PLD vs ADSK
-10.6%
+19.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.3% | +1.8% |
| 7D | +4.9% | +11.4% | -6.5% | +5.0% |
| 30D | +2.6% | +21.9% | -19.3% | +2.8% |
| 3M | -4.8% | +13.9% | -18.6% | -4.4% |
| 6M | -3.9% | +9.1% | -13.0% | -4.3% |
| YTD | +5.3% | -8.8% | +14.1% | +2.2% |
| 1Y | +9.3% | -10.2% | +19.5% | +6.6% |
| All | +9.3% | -10.6% | +19.9% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling