+77.1%
CDNS vs PCG
+10.2%
+66.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.4% |
| 7D | +1.0% | +2.2% | -1.2% | +0.6% |
| 30D | -2.0% | +0.8% | -2.7% | -2.1% |
| 3M | -0.2% | -23.8% | +23.6% | +3.6% |
| 6M | -8.9% | -19.6% | +10.7% | -6.6% |
| YTD | +3.3% | -16.7% | +20.1% | +4.6% |
| 1Y | +2.2% | -19.4% | +21.6% | +4.2% |
| 3Y | +22.4% | -18.3% | +40.7% | +20.8% |
| All | +77.1% | +10.2% | +66.9% | +52.2% |
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