+54.2%
PCG vs ADSK
-28.7%
+83.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.6% | -3.8% |
| 7D | +6.5% | -14.5% | +21.0% | +9.0% |
| 30D | -16.7% | -19.3% | +2.6% | -14.0% |
| 3M | -14.2% | -7.8% | -6.4% | -13.5% |
| 6M | -21.5% | -20.8% | -0.7% | -19.1% |
| YTD | -11.2% | -30.2% | +19.0% | -6.5% |
| 1Y | -4.2% | -36.5% | +32.3% | +2.8% |
| 3Y | -14.9% | -5.7% | -9.1% | -17.0% |
| 5Y | +54.2% | -28.2% | +82.4% | +46.7% |
| All | +54.2% | -28.7% | +83.0% | +46.7% |
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