+2,462.0%
CDNS vs PBF
+287.3%
+2,174.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | +7.0% | +4.3% | +2.8% | +6.6% |
| 30D | -0.3% | -21.8% | +21.5% | +1.7% |
| 3M | +3.2% | +1.7% | +1.4% | +2.4% |
| 6M | -6.9% | +69.8% | -76.7% | -12.3% |
| YTD | +6.6% | +167.7% | -161.1% | -4.9% |
| 1Y | +5.6% | +89.0% | -83.3% | -2.7% |
| 3Y | +27.4% | +78.8% | -51.3% | +14.8% |
| 5Y | +83.7% | +415.4% | -331.7% | +44.9% |
| 10Y | +1,215.9% | +263.1% | +952.8% | +849.8% |
| All | +2,462.0% | +287.3% | +2,174.7% | +1,602.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling