+77.1%
CDNS vs PCOR
-11.9%
+89.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +1.0% | +3.0% | -2.1% | -0.1% |
| 30D | -2.0% | +38.7% | -40.6% | -13.9% |
| 3M | -0.2% | +24.9% | -25.1% | -9.4% |
| 6M | -8.9% | +68.8% | -77.7% | -27.2% |
| YTD | +3.3% | +6.7% | -3.4% | -2.9% |
| 1Y | +2.2% | +3.0% | -0.8% | -2.7% |
| 3Y | +22.4% | +48.6% | -26.2% | -3.3% |
| All | +77.1% | -11.9% | +89.0% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling