+17.0%
PG vs ADSK
-10.6%
+27.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.8% | +3.0% |
| 7D | +5.7% | +11.4% | -5.7% | +5.4% |
| 30D | +15.4% | +21.9% | -6.5% | +15.0% |
| 3M | +13.8% | +13.9% | -0.1% | +13.3% |
| 6M | +18.3% | +9.1% | +9.2% | +15.8% |
| YTD | +20.1% | -8.8% | +28.9% | +15.5% |
| 1Y | +17.0% | -10.2% | +27.2% | +13.4% |
| All | +17.0% | -10.6% | +27.6% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling