+1,166.2%
CDNS vs PCAR
+288.5%
+877.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +1.0% | +4.9% | -4.0% | -1.1% |
| 30D | -2.0% | -1.4% | -0.5% | -1.6% |
| 3M | -0.2% | -18.1% | +17.9% | +8.1% |
| 6M | -8.9% | -4.0% | -4.9% | -8.2% |
| YTD | +3.3% | -1.5% | +4.8% | +2.4% |
| 1Y | +2.2% | +13.2% | -11.0% | -4.9% |
| 3Y | +22.4% | +35.8% | -13.4% | +1.9% |
| 5Y | +78.0% | +114.6% | -36.6% | +18.1% |
| All | +1,166.2% | +288.5% | +877.7% | +553.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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