+2,210.8%
ADSK vs PFG
+989.9%
+1,220.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -14.5% | +3.2% | -17.7% | -15.7% |
| 30D | -19.3% | +0.9% | -20.3% | -19.7% |
| 3M | -7.8% | +7.7% | -15.5% | -10.6% |
| 6M | -20.8% | +29.0% | -49.7% | -28.4% |
| YTD | -30.2% | +32.5% | -62.7% | -37.7% |
| 1Y | -36.5% | +47.3% | -83.8% | -45.7% |
| 3Y | -5.7% | +68.2% | -74.0% | -24.2% |
| 5Y | -28.2% | +108.5% | -136.7% | -47.1% |
| 10Y | +209.1% | +241.4% | -32.2% | +77.3% |
| All | +2,210.8% | +989.9% | +1,220.9% | +568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling