+1,190.7%
CDNS vs PCAR
+293.9%
+896.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.7% |
| 7D | -0.1% | +2.2% | -2.3% | -1.0% |
| 30D | -5.5% | +0.3% | -5.8% | -5.8% |
| 3M | +0.5% | -17.9% | +18.5% | +8.9% |
| 6M | -9.6% | -3.4% | -6.2% | -9.1% |
| YTD | +5.3% | -0.1% | +5.4% | +3.8% |
| 1Y | +3.4% | +13.4% | -10.0% | -3.8% |
| 3Y | +25.9% | +37.2% | -11.3% | +4.4% |
| 5Y | +85.8% | +117.3% | -31.6% | +22.6% |
| All | +1,190.7% | +293.9% | +896.8% | +562.8% |
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