+105.7%
PCG vs ADSK
+4,900.9%
-4,795.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.3% | +10.7% | +3.3% |
| 7D | -13.9% | -16.4% | +2.5% | -12.3% |
| 30D | -16.9% | -9.2% | -7.6% | -16.1% |
| 3M | -14.7% | -6.7% | -8.0% | -14.4% |
| 6M | -23.8% | -15.5% | -8.3% | -22.9% |
| YTD | -10.5% | -26.4% | +15.9% | -8.2% |
| 1Y | -5.1% | -31.9% | +26.8% | -2.0% |
| 3Y | -11.6% | -1.0% | -10.6% | -12.8% |
| 5Y | +59.0% | -24.5% | +83.5% | +59.1% |
| 10Y | -75.7% | +220.4% | -296.1% | -78.7% |
| All | +105.7% | +4,900.9% | -4,795.2% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling