+39.7%
PLD vs ADSK
+24.3%
+15.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -1.0% | -3.7% | +2.7% | -0.3% |
| 30D | -1.8% | +11.3% | -13.2% | -3.9% |
| 3M | -6.0% | +3.3% | -9.4% | -6.9% |
| 6M | -8.4% | +10.1% | -18.5% | -10.9% |
| YTD | +4.2% | -12.2% | +16.4% | +7.8% |
| 1Y | +6.2% | -13.9% | +20.1% | +10.6% |
| All | +39.7% | +24.3% | +15.5% | +24.1% |
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