-24.5%
ADSK vs PFGC
+110.3%
-134.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.5% | -4.8% | +2.2% | -0.7% |
| 30D | -14.9% | -12.5% | -2.3% | -10.4% |
| 3M | +3.3% | -9.7% | +13.0% | +7.4% |
| 6M | -15.7% | +7.0% | -22.7% | -18.7% |
| YTD | -28.2% | +4.5% | -32.7% | -31.1% |
| 1Y | -34.5% | -11.6% | -23.0% | -32.3% |
| 3Y | -2.9% | +58.5% | -61.4% | -24.8% |
| All | -24.5% | +110.3% | -134.8% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling