+9.2%
PCG vs ADSK
-20.5%
+29.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.2% | -3.7% | +1.5% | -1.7% |
| 30D | -0.5% | +11.3% | -11.8% | -2.2% |
| 3M | -24.0% | +3.3% | -27.3% | -24.6% |
| 6M | -18.6% | +10.1% | -28.8% | -20.5% |
| YTD | -17.7% | -12.2% | -5.5% | -16.4% |
| 1Y | -20.0% | -13.9% | -6.1% | -18.5% |
| 3Y | -20.2% | +23.5% | -43.7% | -25.7% |
| All | +9.2% | -20.5% | +29.7% | +4.2% |
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