-11.1%
PCG vs ADSK
-3.8%
-7.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +3.8% |
| 7D | +5.4% | -14.3% | +19.7% | +6.6% |
| 30D | -15.1% | -14.8% | -0.3% | -14.1% |
| 3M | -9.8% | -5.7% | -4.1% | -9.7% |
| 6M | -18.0% | -18.7% | +0.7% | -16.7% |
| YTD | -7.2% | -28.3% | +21.1% | -4.0% |
| 1Y | +2.9% | -35.1% | +37.9% | +8.2% |
| 3Y | -11.1% | -3.2% | -7.9% | -13.5% |
| All | -11.1% | -3.8% | -7.3% | -13.5% |
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