+1,644.9%
PLD vs ADSK
+2,605.2%
-960.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +1.3% | +1.0% | +0.3% | +1.0% |
| 30D | -1.4% | +14.4% | -15.8% | -5.3% |
| 3M | -8.2% | +2.5% | -10.7% | -9.6% |
| 6M | -8.0% | +14.5% | -22.5% | -13.0% |
| YTD | +3.2% | -10.7% | +13.8% | +3.6% |
| 1Y | +7.0% | -11.0% | +18.0% | +7.6% |
| 3Y | +38.3% | +25.9% | +12.4% | +24.0% |
| 5Y | +0.2% | -19.7% | +19.9% | -0.8% |
| 10Y | +268.3% | +258.2% | +10.1% | +123.9% |
| All | +1,644.9% | +2,605.2% | -960.2% | +609.6% |
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 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