-20.5%
ADSK vs PCOR
-19.6%
-0.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +4.9% | +22.7% | -17.9% | -5.2% |
| 30D | +11.3% | +37.5% | -26.1% | -4.5% |
| 3M | +7.9% | +35.2% | -27.3% | -6.7% |
| 6M | +7.7% | +42.2% | -34.6% | -9.8% |
| YTD | -11.6% | +3.6% | -15.1% | -15.8% |
| 1Y | -11.2% | -4.8% | -6.5% | -12.3% |
| 3Y | +29.6% | +48.3% | -18.8% | -4.2% |
| All | -20.5% | -19.6% | -0.8% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling