-31.9%
ADSK vs PPG
+5.2%
-37.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.6% | -9.9% | -8.3% |
| 7D | -16.4% | -1.5% | -14.9% | -16.3% |
| 30D | -9.2% | -5.0% | -4.3% | -9.0% |
| 3M | -6.7% | +1.1% | -7.9% | -6.7% |
| 6M | -15.5% | -3.2% | -12.3% | -15.3% |
| YTD | -26.4% | +11.9% | -38.3% | -29.3% |
| 1Y | -31.9% | +5.3% | -37.2% | -33.3% |
| All | -31.9% | +5.2% | -37.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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