+3,973.2%
PG vs ADSK
+4,774.6%
-801.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | -2.5% | +1.7% | -0.6% |
| 30D | +0.8% | -14.9% | +15.7% | +2.2% |
| 3M | -1.3% | +3.3% | -4.7% | -1.8% |
| 6M | -3.8% | -15.7% | +11.8% | -2.7% |
| YTD | +3.6% | -28.2% | +31.9% | +6.1% |
| 1Y | -5.7% | -34.5% | +28.8% | -2.7% |
| 3Y | +1.6% | -2.9% | +4.5% | +0.3% |
| 5Y | +14.6% | -25.3% | +39.9% | +14.3% |
| 10Y | +121.2% | +217.8% | -96.6% | +89.3% |
| All | +3,973.2% | +4,774.6% | -801.4% | +2,225.3% |
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 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