+78.5%
CDNS vs PCG
+13.7%
+64.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.0% |
| 7D | -2.4% | -1.6% | -0.8% | -2.2% |
| 30D | -10.2% | +1.4% | -11.6% | -10.4% |
| 3M | -5.5% | -23.4% | +17.9% | -2.0% |
| 6M | -9.9% | -19.4% | +9.5% | -7.8% |
| YTD | +2.3% | -18.5% | +20.8% | +3.9% |
| 1Y | -1.4% | -19.5% | +18.1% | +0.3% |
| 3Y | +28.1% | -21.0% | +49.1% | +27.4% |
| All | +78.5% | +13.7% | +64.7% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling