+1,026.6%
CDNS vs PCAR
+363.2%
+663.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.1% |
| 7D | -14.0% | -0.5% | -13.5% | -13.8% |
| 30D | -13.2% | -6.2% | -6.9% | -10.8% |
| 3M | -28.9% | +5.9% | -34.8% | -30.8% |
| 6M | -4.2% | +0.4% | -4.6% | -5.0% |
| YTD | -6.4% | +14.8% | -21.2% | -12.6% |
| 1Y | -16.2% | +30.1% | -46.3% | -26.3% |
| 3Y | +20.2% | +66.7% | -46.5% | -7.9% |
| 5Y | +76.6% | +166.1% | -89.5% | +7.7% |
| All | +1,026.6% | +363.2% | +663.4% | +441.2% |
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