+19.4%
CDNS vs PBF
+62.4%
-43.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -3.2% |
| 7D | -9.2% | +2.4% | -11.6% | -9.4% |
| 30D | -16.3% | +24.9% | -41.1% | -17.8% |
| 3M | -27.9% | +81.9% | -109.8% | -31.8% |
| 6M | -4.3% | +79.4% | -83.7% | -10.2% |
| YTD | -9.1% | +188.3% | -197.4% | -20.0% |
| 1Y | -21.2% | +177.3% | -198.5% | -31.0% |
| 3Y | +19.4% | +56.0% | -36.6% | -0.6% |
| All | +19.4% | +62.4% | -43.0% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling