+12,917.0%
PCAR vs ADSK
+5,968.5%
+6,948.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | -1.4% | +14.4% | -15.8% | -4.8% |
| 3M | -18.1% | +2.5% | -20.6% | -19.1% |
| 6M | -4.0% | +14.5% | -18.5% | -8.5% |
| YTD | -1.5% | -10.7% | +9.2% | -1.0% |
| 1Y | +13.2% | -11.0% | +24.2% | +13.9% |
| 3Y | +35.8% | +25.9% | +9.9% | +23.5% |
| 5Y | +114.6% | -19.7% | +134.3% | +111.4% |
| 10Y | +289.6% | +258.2% | +31.3% | +148.0% |
| All | +12,917.0% | +5,968.5% | +6,948.5% | +4,091.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling