+210.9%
PM vs ADSK
+222.2%
-11.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +4.7% | -2.5% | +7.2% | +5.0% |
| 30D | +2.6% | -14.9% | +17.5% | +4.7% |
| 3M | +6.6% | +3.3% | +3.2% | +5.8% |
| 6M | +16.5% | -15.7% | +32.2% | +18.4% |
| YTD | +21.2% | -28.2% | +49.4% | +25.7% |
| 1Y | +17.9% | -34.5% | +52.5% | +23.8% |
| 3Y | +129.8% | -2.9% | +132.7% | +123.8% |
| 5Y | +133.0% | -25.3% | +158.4% | +131.3% |
| All | +210.9% | +222.2% | -11.3% | +132.4% |
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