+368.1%
ADSK vs PFGC
+403.3%
-35.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -14.5% | -3.7% | -10.8% | -13.7% |
| 30D | -19.3% | -16.0% | -3.4% | -15.9% |
| 3M | -7.8% | -4.1% | -3.7% | -6.9% |
| 6M | -20.8% | +8.7% | -29.5% | -22.7% |
| YTD | -30.2% | +6.4% | -36.5% | -32.0% |
| 1Y | -36.5% | -8.4% | -28.1% | -35.9% |
| 3Y | -5.7% | +61.8% | -67.5% | -17.7% |
| 5Y | -28.2% | +108.7% | -136.9% | -41.5% |
| 10Y | +209.1% | +298.1% | -89.0% | +105.3% |
| All | +368.1% | +403.3% | -35.2% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling