+6,717.9%
CDNS vs PCAR
+13,107.1%
-6,389.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | +7.0% | +2.1% | +4.9% | +6.1% |
| 30D | -0.3% | -1.2% | +0.9% | 0.0% |
| 3M | +3.2% | -18.6% | +21.8% | +11.8% |
| 6M | -6.9% | -5.1% | -1.8% | -5.7% |
| YTD | +6.6% | -1.8% | +8.4% | +6.0% |
| 1Y | +5.6% | +10.6% | -5.0% | -0.2% |
| 3Y | +27.4% | +34.9% | -7.5% | +8.7% |
| 5Y | +83.7% | +114.0% | -30.3% | +28.1% |
| 10Y | +1,215.9% | +288.4% | +927.5% | +592.4% |
| All | +6,717.9% | +13,107.1% | -6,389.2% | +845.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling