-24.5%
ADSK vs PCOR
-33.1%
+8.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.5% | -1.2% |
| 7D | -14.3% | -6.9% | -7.4% | -11.5% |
| 30D | -14.8% | -1.5% | -13.3% | -14.1% |
| 3M | -5.7% | +18.5% | -24.2% | -12.6% |
| 6M | -18.7% | -4.7% | -14.0% | -18.1% |
| YTD | -28.3% | -22.8% | -5.5% | -21.6% |
| 1Y | -35.1% | -20.7% | -14.3% | -30.4% |
| 3Y | -3.2% | -14.6% | +11.4% | -6.1% |
| 5Y | -26.7% | -40.7% | +14.0% | -30.9% |
| All | -24.5% | -33.1% | +8.6% | -29.0% |
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