+42,231.2%
PGR vs ADSK
+4,774.6%
+37,456.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.6% | -2.5% | +1.9% | -0.2% |
| 30D | +4.9% | -14.9% | +19.8% | +7.5% |
| 3M | +7.6% | +3.3% | +4.3% | +6.8% |
| 6M | +8.3% | -15.7% | +23.9% | +10.5% |
| YTD | +1.7% | -28.2% | +30.0% | +6.3% |
| 1Y | -6.8% | -34.5% | +27.7% | -1.4% |
| 3Y | +73.4% | -2.9% | +76.3% | +70.3% |
| 5Y | +161.2% | -25.3% | +186.5% | +160.6% |
| 10Y | +819.5% | +217.8% | +601.7% | +604.1% |
| All | +42,231.2% | +4,774.6% | +37,456.5% | +19,186.2% |
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