-80.6%
PYPL vs ADSK
-25.3%
-55.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -2.3% | -2.5% | +0.3% | -0.7% |
| 30D | -9.0% | -14.9% | +5.8% | -0.2% |
| 3M | +30.6% | +3.3% | +27.3% | +26.4% |
| 6M | +18.6% | -15.7% | +34.2% | +28.6% |
| YTD | -7.2% | -28.2% | +21.1% | +11.4% |
| 1Y | -19.3% | -34.5% | +15.3% | +2.8% |
| 3Y | -12.3% | -2.9% | -9.4% | -16.7% |
| All | -80.6% | -25.3% | -55.3% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling