+215.4%
ADSK vs PTC
+205.0%
+10.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.7% |
| 7D | -2.5% | -7.3% | +4.7% | +2.6% |
| 30D | -14.9% | -11.6% | -3.2% | -7.0% |
| 3M | +3.3% | +10.5% | -7.1% | -3.8% |
| 6M | -15.7% | -17.8% | +2.2% | -3.8% |
| YTD | -28.2% | -24.9% | -3.3% | -12.7% |
| 1Y | -34.5% | -36.8% | +2.3% | -10.7% |
| 3Y | -2.9% | -8.7% | +5.8% | -2.0% |
| 5Y | -25.3% | +4.1% | -29.4% | -31.7% |
| All | +215.4% | +205.0% | +10.4% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling