+1,139.1%
PSX vs ADSK
+418.8%
+720.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +1.4% |
| 7D | +1.8% | -14.5% | +16.4% | +6.3% |
| 30D | +21.6% | -19.3% | +41.0% | +28.7% |
| 3M | +46.5% | -7.8% | +54.3% | +48.2% |
| 6M | +62.0% | -20.8% | +82.8% | +70.4% |
| YTD | +106.3% | -30.2% | +136.5% | +123.9% |
| 1Y | +103.0% | -36.5% | +139.4% | +126.3% |
| 3Y | +135.5% | -5.7% | +141.3% | +128.5% |
| 5Y | +368.5% | -28.2% | +396.7% | +370.8% |
| 10Y | +386.6% | +209.1% | +177.4% | +187.3% |
| All | +1,139.1% | +418.8% | +720.4% | +516.9% |
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