+2,521.4%
PWR vs ADSK
+222.2%
+2,299.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.0% |
| 7D | +4.2% | -2.5% | +6.7% | +4.9% |
| 30D | -4.0% | -14.9% | +10.8% | +0.1% |
| 3M | -4.8% | +3.3% | -8.1% | -7.7% |
| 6M | +14.6% | -15.7% | +30.3% | +17.2% |
| YTD | +54.2% | -28.2% | +82.5% | +65.9% |
| 1Y | +67.1% | -34.5% | +101.7% | +85.7% |
| 3Y | +218.5% | -2.9% | +221.4% | +203.8% |
| 5Y | +466.3% | -25.3% | +491.6% | +467.1% |
| All | +2,521.4% | +222.2% | +2,299.2% | +1,511.7% |
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