-2.9%
ADSK vs PFGC
+58.8%
-61.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.5% | -4.8% | +2.2% | -1.2% |
| 30D | -14.9% | -12.5% | -2.3% | -11.7% |
| 3M | +3.3% | -9.7% | +13.0% | +6.4% |
| 6M | -15.7% | +7.0% | -22.7% | -17.7% |
| YTD | -28.2% | +4.5% | -32.7% | -30.4% |
| 1Y | -34.5% | -11.6% | -23.0% | -31.7% |
| 3Y | -2.9% | +58.5% | -61.4% | -20.2% |
| All | -2.9% | +58.8% | -61.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling