+1,747.8%
PLD vs ADSK
+2,129.2%
-381.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.5% | +1.6% |
| 7D | -2.4% | -16.4% | +14.0% | +2.6% |
| 30D | -2.4% | -9.2% | +6.8% | -0.1% |
| 3M | -3.8% | -6.7% | +2.9% | -2.7% |
| 6M | 0.0% | -15.5% | +15.5% | +3.3% |
| YTD | +9.2% | -26.4% | +35.6% | +16.6% |
| 1Y | +25.9% | -31.9% | +57.8% | +37.4% |
| 3Y | +21.3% | -1.0% | +22.3% | +17.1% |
| 5Y | +14.1% | -24.5% | +38.7% | +15.6% |
| 10Y | +237.9% | +220.4% | +17.5% | +113.2% |
| All | +1,747.8% | +2,129.2% | -381.4% | +698.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling