+24.7%
CDNS vs PCOR
+44.3%
-19.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -9.1% | +23.7% | -32.8% | -16.1% |
| 30D | -13.4% | +39.0% | -52.4% | -23.5% |
| 3M | -7.6% | +35.8% | -43.4% | -18.3% |
| 6M | -11.9% | +38.2% | -50.2% | -23.3% |
| YTD | -0.4% | +3.9% | -4.3% | -4.7% |
| 1Y | -4.9% | +5.7% | -10.6% | -10.1% |
| All | +24.7% | +44.3% | -19.6% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling