+218.5%
PWR vs ADSK
-3.2%
+221.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.1% |
| 7D | +4.2% | -2.5% | +6.7% | +4.5% |
| 30D | -4.0% | -14.9% | +10.8% | -2.2% |
| 3M | -4.8% | +3.3% | -8.1% | -7.1% |
| 6M | +14.6% | -15.7% | +30.3% | +17.3% |
| YTD | +54.2% | -28.2% | +82.5% | +68.6% |
| 1Y | +67.1% | -34.5% | +101.7% | +90.3% |
| 3Y | +218.5% | -2.9% | +221.4% | +201.4% |
| All | +218.5% | -3.2% | +221.7% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling