+1,157.5%
CDNS vs PCAR
+296.2%
+861.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -10.2% | -4.6% | -5.6% | -8.6% |
| 3M | -5.5% | -22.6% | +17.1% | +4.8% |
| 6M | -9.9% | -12.0% | +2.1% | -5.8% |
| YTD | +2.3% | -6.1% | +8.4% | +3.5% |
| 1Y | -1.4% | +6.3% | -7.7% | -5.7% |
| 3Y | +28.1% | +31.8% | -3.7% | +8.2% |
| 5Y | +79.7% | +104.2% | -24.4% | +22.5% |
| All | +1,157.5% | +296.2% | +861.3% | +621.1% |
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