+164.8%
CDNS vs PCOR
-9.2%
+174.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +2.4% | +20.7% | -18.3% | -4.7% |
| 30D | -6.0% | +35.7% | -41.7% | -16.3% |
| 3M | -0.1% | +31.1% | -31.1% | -10.6% |
| 6M | -8.6% | +43.1% | -51.7% | -21.7% |
| YTD | +6.1% | +4.8% | +1.3% | +0.6% |
| 1Y | +0.8% | -3.7% | +4.5% | -1.5% |
| 3Y | +26.8% | +46.5% | -19.7% | +2.4% |
| 5Y | +86.9% | -17.3% | +104.1% | +63.3% |
| All | +164.8% | -9.2% | +174.0% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling