+2.3%
CDNS vs PCAR
+9.3%
-7.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +4.4% |
| 7D | +2.1% | +2.9% | -0.8% | +1.5% |
| 30D | -4.6% | -2.1% | -2.5% | -4.4% |
| 3M | -0.8% | -20.4% | +19.6% | +4.8% |
| 6M | -7.2% | -7.0% | -0.2% | -5.8% |
| YTD | +7.7% | -2.6% | +10.3% | +6.9% |
| All | +2.3% | +9.3% | -7.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling