+77.4%
CDNS vs PCOR
-43.0%
+120.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -2.4% |
| 7D | -14.0% | -9.0% | -5.0% | -10.8% |
| 30D | -13.2% | +4.2% | -17.3% | -14.8% |
| 3M | -28.9% | +14.4% | -43.3% | -33.3% |
| 6M | -4.2% | +0.2% | -4.3% | -6.3% |
| YTD | -6.4% | -20.3% | +13.9% | -0.7% |
| 1Y | -16.2% | -16.1% | -0.1% | -13.5% |
| 3Y | +20.2% | -14.7% | +34.9% | +17.7% |
| All | +77.4% | -43.0% | +120.4% | +81.1% |
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