+1.2%
PLD vs ADSK
-19.5%
+20.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -1.0% | -3.7% | +2.7% | +0.1% |
| 30D | -1.8% | +11.3% | -13.2% | -5.1% |
| 3M | -6.0% | +3.3% | -9.4% | -7.6% |
| 6M | -8.4% | +10.1% | -18.5% | -12.4% |
| YTD | +4.2% | -12.2% | +16.4% | +6.5% |
| 1Y | +6.2% | -13.9% | +20.1% | +9.2% |
| 3Y | +37.0% | +23.5% | +13.5% | +20.3% |
| 5Y | +1.2% | -20.0% | +21.2% | -12.0% |
| All | +1.2% | -19.5% | +20.7% | -12.0% |
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