-76.0%
PCG vs ADSK
+255.5%
-331.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | +2.2% | +1.0% | +1.1% | +1.9% |
| 30D | +0.8% | +14.4% | -13.6% | -2.8% |
| 3M | -23.8% | +2.5% | -26.3% | -24.7% |
| 6M | -19.6% | +14.5% | -34.1% | -23.5% |
| YTD | -16.7% | -10.7% | -6.1% | -16.0% |
| 1Y | -19.4% | -11.0% | -8.4% | -18.7% |
| 3Y | -18.3% | +25.9% | -44.2% | -27.0% |
| 5Y | +10.4% | -19.7% | +30.1% | +8.8% |
| All | -76.0% | +255.5% | -331.5% | -82.9% |
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