+1,242.9%
CDNS vs PCG
-77.2%
+1,320.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +5.1% |
| 7D | +2.1% | -1.1% | +3.2% | +2.2% |
| 30D | -4.6% | +0.1% | -4.7% | -4.6% |
| 3M | -0.8% | -24.4% | +23.6% | +1.0% |
| 6M | -7.2% | -17.7% | +10.4% | -6.3% |
| YTD | +7.7% | -17.4% | +25.1% | +8.6% |
| 1Y | +3.5% | -19.4% | +22.9% | +4.6% |
| 3Y | +31.2% | -18.6% | +49.8% | +31.8% |
| 5Y | +84.5% | +10.2% | +74.3% | +80.5% |
| 10Y | +1,242.9% | -76.7% | +1,319.6% | +1,225.5% |
| All | +1,242.9% | -77.2% | +1,320.1% | +1,225.5% |
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