+257.2%
PLD vs ADSK
+255.5%
+1.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | +1.3% | +1.0% | +0.3% | +1.0% |
| 30D | -1.4% | +14.4% | -15.8% | -5.4% |
| 3M | -8.2% | +2.5% | -10.7% | -9.6% |
| 6M | -8.0% | +14.5% | -22.5% | -13.2% |
| YTD | +3.2% | -10.7% | +13.8% | +4.1% |
| 1Y | +7.0% | -11.0% | +18.0% | +8.0% |
| 3Y | +38.3% | +25.9% | +12.4% | +22.6% |
| 5Y | +0.2% | -19.7% | +19.9% | -2.2% |
| All | +257.2% | +255.5% | +1.7% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling