+91.4%
PCG vs ADSK
+5,968.5%
-5,877.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | +2.2% | +1.0% | +1.1% | +2.0% |
| 30D | +0.8% | +14.4% | -13.6% | -0.8% |
| 3M | -23.8% | +2.5% | -26.3% | -24.2% |
| 6M | -19.6% | +14.5% | -34.1% | -21.2% |
| YTD | -16.7% | -10.7% | -6.1% | -16.5% |
| 1Y | -19.4% | -11.0% | -8.4% | -19.2% |
| 3Y | -18.3% | +25.9% | -44.2% | -21.6% |
| 5Y | +10.4% | -19.7% | +30.1% | +9.6% |
| 10Y | -76.1% | +258.2% | -334.4% | -79.4% |
| All | +91.4% | +5,968.5% | -5,877.1% | +26.5% |
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 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