-31.9%
ADSK vs PFGC
-5.1%
-26.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.7% | -8.3% |
| 7D | -16.4% | -2.2% | -14.2% | -16.5% |
| 30D | -9.2% | -11.9% | +2.7% | -9.5% |
| 3M | -6.7% | +5.0% | -11.7% | -5.0% |
| 6M | -15.5% | +8.6% | -24.1% | -13.9% |
| YTD | -26.4% | +9.7% | -36.1% | -24.7% |
| 1Y | -31.9% | -6.3% | -25.6% | -28.5% |
| All | -31.9% | -5.1% | -26.8% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling