-7.5%
ADSK vs PCOR
-9.2%
+1.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | +3.1% | +20.7% | -17.6% | -5.6% |
| 30D | +10.5% | +35.7% | -25.1% | -3.8% |
| 3M | +1.6% | +31.1% | -29.5% | -10.3% |
| 6M | +6.4% | +43.1% | -36.7% | -10.2% |
| YTD | -12.1% | +4.8% | -17.0% | -16.5% |
| 1Y | -12.9% | -3.7% | -9.3% | -14.4% |
| 3Y | +23.5% | +46.5% | -23.0% | -5.3% |
| 5Y | -18.9% | -17.3% | -1.6% | -33.4% |
| All | -7.5% | -9.2% | +1.7% | -24.4% |
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