-75.9%
PCG vs ADSK
+221.0%
-296.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.7% |
| 7D | +0.5% | -10.9% | +11.4% | +3.3% |
| 30D | -18.9% | -15.9% | -3.0% | -15.6% |
| 3M | -15.8% | -4.4% | -11.5% | -15.7% |
| 6M | -22.6% | -16.6% | -5.9% | -20.1% |
| YTD | -12.2% | -28.5% | +16.3% | -6.1% |
| 1Y | -7.1% | -34.6% | +27.6% | +1.8% |
| 3Y | -15.8% | -3.5% | -12.4% | -19.3% |
| 5Y | +53.3% | -25.6% | +78.9% | +52.2% |
| All | -75.9% | +221.0% | -296.9% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling