-21.2%
CDNS vs PCG
-0.4%
-20.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.6% | -2.6% |
| 7D | -9.2% | +5.4% | -14.6% | -8.7% |
| 30D | -16.3% | -15.1% | -1.1% | -16.7% |
| 3M | -27.9% | -9.8% | -18.1% | -27.5% |
| 6M | -4.3% | -18.0% | +13.7% | -4.1% |
| YTD | -9.1% | -7.2% | -1.9% | -8.8% |
| 1Y | -21.2% | +2.9% | -24.1% | -21.3% |
| All | -21.2% | -0.4% | -20.8% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling