+1,005.1%
CDNS vs PCG
-75.0%
+1,080.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.6% | -3.2% |
| 7D | -9.2% | +5.4% | -14.6% | -9.6% |
| 30D | -16.3% | -15.1% | -1.1% | -15.4% |
| 3M | -27.9% | -9.8% | -18.1% | -27.6% |
| 6M | -4.3% | -18.0% | +13.7% | -3.3% |
| YTD | -9.1% | -7.2% | -1.9% | -9.1% |
| 1Y | -21.2% | +2.9% | -24.1% | -21.9% |
| 3Y | +19.4% | -11.1% | +30.5% | +19.2% |
| 5Y | +71.6% | +61.8% | +9.8% | +63.4% |
| 10Y | +1,005.1% | -75.2% | +1,080.2% | +1,029.9% |
| All | +1,005.1% | -75.0% | +1,080.1% | +1,029.9% |
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