+164.2%
PCAR vs ADSK
-26.7%
+190.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | -1.6% | -10.9% | +9.4% | +0.7% |
| 30D | -7.3% | -15.9% | +8.6% | -4.2% |
| 3M | +7.8% | -4.4% | +12.2% | +7.9% |
| 6M | +3.6% | -16.6% | +20.2% | +6.4% |
| YTD | +12.9% | -28.5% | +41.4% | +20.1% |
| 1Y | +27.3% | -34.6% | +61.9% | +38.6% |
| 3Y | +61.9% | -3.5% | +65.3% | +57.5% |
| 5Y | +164.2% | -25.6% | +189.8% | +146.2% |
| All | +164.2% | -26.7% | +190.8% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling