+1,026.7%
CDNS vs PBF
+367.4%
+659.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -6.5% | +2.3% | -8.9% | -6.7% |
| 30D | -13.0% | +11.6% | -24.6% | -13.9% |
| 3M | -26.0% | +81.7% | -107.8% | -30.1% |
| 6M | -2.8% | +96.4% | -99.3% | -9.4% |
| YTD | -8.8% | +189.5% | -198.3% | -18.5% |
| 1Y | -15.8% | +180.7% | -196.6% | -24.9% |
| 3Y | +19.7% | +56.6% | -36.9% | +9.8% |
| 5Y | +70.8% | +802.0% | -731.2% | +29.6% |
| All | +1,026.7% | +367.4% | +659.3% | +760.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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