+6,634.9%
CDNS vs PCG
+87.1%
+6,547.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.1% | -2.2% | +2.2% | +0.2% |
| 30D | -5.5% | -0.5% | -5.0% | -5.4% |
| 3M | +0.5% | -24.0% | +24.5% | +3.4% |
| 6M | -9.6% | -18.6% | +9.0% | -8.0% |
| YTD | +5.3% | -17.7% | +23.0% | +6.9% |
| 1Y | +3.4% | -20.0% | +23.4% | +5.2% |
| 3Y | +25.9% | -20.2% | +46.1% | +27.1% |
| 5Y | +85.8% | +8.4% | +77.4% | +79.4% |
| 10Y | +1,199.9% | -76.4% | +1,276.3% | +1,239.0% |
| All | +6,634.9% | +87.1% | +6,547.8% | +3,092.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling