-6.0%
ADSK vs PCOR
-7.6%
+1.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.0% | +3.0% | -2.0% | -0.3% |
| 30D | +14.4% | +38.7% | -24.3% | -1.4% |
| 3M | +2.5% | +24.9% | -22.3% | -7.5% |
| 6M | +14.5% | +68.8% | -54.3% | -9.9% |
| YTD | -10.7% | +6.7% | -17.4% | -15.8% |
| 1Y | -11.0% | +3.0% | -14.0% | -14.9% |
| 3Y | +25.9% | +48.6% | -22.8% | -4.1% |
| 5Y | -19.7% | -12.7% | -7.0% | -34.9% |
| All | -6.0% | -7.6% | +1.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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