+35.8%
PCAR vs ADSK
+26.4%
+9.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +4.9% | +1.0% | +3.9% | +4.8% |
| 30D | -1.4% | +14.4% | -15.8% | -3.5% |
| 3M | -18.1% | +2.5% | -20.6% | -18.6% |
| 6M | -4.0% | +14.5% | -18.5% | -6.7% |
| YTD | -1.5% | -10.7% | +9.2% | +1.4% |
| 1Y | +13.2% | -11.0% | +24.2% | +16.6% |
| 3Y | +35.8% | +25.9% | +9.9% | +27.2% |
| All | +35.8% | +26.4% | +9.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 3y: compounded portfolio wealth divided by compounded ADSK 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…
3y analysis · Full analysis span regression · 6 months rolling