-16.4%
ADSK vs PTC
-12.6%
-3.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.0% | -2.2% | -3.5% |
| 7D | -16.4% | -10.3% | -6.1% | -9.0% |
| 30D | -9.2% | +1.1% | -10.4% | -9.4% |
| 3M | -6.7% | +1.6% | -8.3% | -7.6% |
| All | -16.4% | -12.6% | -3.8% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling