-21.3%
CDNS vs PBF
+172.0%
-193.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.2% | +1.4% | -8.6% | -7.2% |
| 30D | -14.3% | +15.8% | -30.1% | -14.0% |
| 3M | -27.2% | +90.3% | -117.5% | -26.7% |
| 6M | -4.5% | +102.8% | -107.3% | -4.9% |
| YTD | -9.0% | +187.3% | -196.3% | -10.8% |
| 1Y | -21.3% | +161.8% | -183.2% | -24.0% |
| All | -21.3% | +172.0% | -193.3% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling