+71.6%
CDNS vs PCG
+61.3%
+10.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.6% | -3.5% |
| 7D | -9.2% | +5.4% | -14.6% | -10.0% |
| 30D | -16.3% | -15.1% | -1.1% | -14.4% |
| 3M | -27.9% | -9.8% | -18.1% | -27.2% |
| 6M | -4.3% | -18.0% | +13.7% | -1.9% |
| YTD | -9.1% | -7.2% | -1.9% | -9.4% |
| 1Y | -21.2% | +2.9% | -24.1% | -23.5% |
| 3Y | +19.4% | -11.1% | +30.5% | +17.2% |
| 5Y | +71.6% | +61.8% | +9.8% | +44.8% |
| All | +71.6% | +61.3% | +10.3% | +44.8% |
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