+116.1%
PG vs ADSK
+222.2%
-106.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +0.8% | -14.9% | +15.7% | +2.5% |
| 3M | -1.3% | +3.3% | -4.7% | -2.0% |
| 6M | -3.8% | -15.7% | +11.8% | -2.5% |
| YTD | +3.6% | -28.2% | +31.9% | +6.9% |
| 1Y | -5.7% | -34.5% | +28.8% | -1.7% |
| 3Y | +1.6% | -2.9% | +4.5% | -0.7% |
| 5Y | +14.6% | -25.3% | +39.9% | +13.7% |
| All | +116.1% | +222.2% | -106.1% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling