-10.2%
ADSK vs PPG
+38.5%
-48.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.0% | +2.1% | +6.6% |
| 7D | +11.4% | +7.5% | +4.0% | +10.9% |
| 30D | +21.9% | +20.9% | +1.0% | +21.0% |
| 3M | +13.9% | +8.7% | +5.2% | +13.0% |
| 6M | +9.1% | +23.8% | -14.7% | +8.3% |
| YTD | -8.8% | +26.5% | -35.3% | -12.5% |
| 1Y | -10.2% | +37.6% | -47.8% | -16.8% |
| All | -10.2% | +38.5% | -48.7% | -16.8% |
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