-3.3%
ADSK vs PFG
+68.8%
-72.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | -10.9% | -3.0% | -7.9% | -9.6% |
| 30D | -15.9% | +2.5% | -18.4% | -16.9% |
| 3M | -4.4% | +6.1% | -10.4% | -7.1% |
| 6M | -16.6% | +31.3% | -47.9% | -26.8% |
| YTD | -28.5% | +33.6% | -62.1% | -38.0% |
| 1Y | -34.6% | +48.5% | -83.2% | -46.4% |
| All | -3.3% | +68.8% | -72.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling