+1,206.6%
CDNS vs PCG
-76.5%
+1,283.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +7.0% | -2.0% | +9.0% | +7.2% |
| 30D | -0.3% | -2.7% | +2.4% | -0.1% |
| 3M | +3.2% | -25.1% | +28.2% | +5.1% |
| 6M | -6.9% | -22.3% | +15.4% | -5.5% |
| YTD | +6.6% | -18.5% | +25.1% | +7.6% |
| 1Y | +5.6% | -21.8% | +27.5% | +7.0% |
| 3Y | +27.4% | -21.0% | +48.5% | +28.3% |
| 5Y | +83.7% | +8.1% | +75.6% | +80.0% |
| All | +1,206.6% | -76.5% | +1,283.1% | +1,176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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