+4,745.6%
ADSK vs PTC
+6,346.6%
-1,601.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.0% | -2.2% | -6.2% |
| 7D | -16.4% | -10.3% | -6.1% | -13.2% |
| 30D | -9.2% | +1.1% | -10.4% | -9.4% |
| 3M | -6.7% | +1.6% | -8.3% | -7.1% |
| 6M | -15.5% | -13.5% | -2.0% | -11.1% |
| YTD | -26.4% | -19.1% | -7.3% | -20.6% |
| 1Y | -31.9% | -33.9% | +2.0% | -21.6% |
| 3Y | -1.0% | -3.9% | +2.9% | 0.0% |
| 5Y | -24.5% | +6.0% | -30.6% | -25.4% |
| 10Y | +220.4% | +223.7% | -3.3% | +127.1% |
| All | +4,745.6% | +6,346.6% | -1,601.1% | +846.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling