+85.8%
CDNS vs PBF
+420.6%
-334.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.1% |
| 7D | -0.1% | -4.0% | +3.9% | +0.2% |
| 30D | -5.5% | -18.0% | +12.5% | -4.4% |
| 3M | +0.5% | +0.9% | -0.4% | -0.1% |
| 6M | -9.6% | +65.7% | -75.3% | -14.0% |
| YTD | +5.3% | +161.9% | -156.5% | -5.2% |
| 1Y | +3.4% | +77.8% | -74.4% | -3.3% |
| 3Y | +25.9% | +74.9% | -49.0% | +12.0% |
| 5Y | +85.8% | +423.4% | -337.6% | +49.9% |
| All | +85.8% | +420.6% | -334.8% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling