+8,425.6%
PWR vs ADSK
+1,845.1%
+6,580.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.0% |
| 7D | +2.7% | -14.5% | +17.2% | +8.0% |
| 30D | -5.1% | -19.3% | +14.2% | +1.4% |
| 3M | -9.4% | -7.8% | -1.6% | -9.0% |
| 6M | +10.4% | -20.8% | +31.2% | +15.4% |
| YTD | +48.6% | -30.2% | +78.8% | +61.3% |
| 1Y | +68.0% | -36.5% | +104.5% | +88.5% |
| 3Y | +204.7% | -5.7% | +210.5% | +193.6% |
| 5Y | +451.9% | -28.2% | +480.1% | +462.5% |
| 10Y | +2,425.3% | +209.1% | +2,216.2% | +1,318.3% |
| All | +8,425.6% | +1,845.1% | +6,580.5% | +2,148.1% |
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