-27.4%
ADSK vs PTC
+0.8%
-28.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.6% | -0.3% |
| 7D | -14.5% | -13.6% | -1.0% | -5.0% |
| 30D | -19.3% | -14.7% | -4.7% | -9.4% |
| 3M | -7.8% | -5.9% | -1.9% | -4.2% |
| 6M | -20.8% | -21.1% | +0.4% | -6.5% |
| YTD | -30.2% | -26.0% | -4.2% | -13.8% |
| 1Y | -36.5% | -36.8% | +0.4% | -12.6% |
| 3Y | -5.7% | -10.3% | +4.5% | -6.8% |
| All | -27.4% | +0.8% | -28.1% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling