+78.5%
CDNS vs PCOR
-19.6%
+98.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -2.4% | +22.7% | -25.2% | -10.1% |
| 30D | -10.2% | +37.5% | -47.6% | -20.9% |
| 3M | -5.5% | +35.2% | -40.7% | -16.9% |
| 6M | -9.9% | +42.2% | -52.1% | -23.2% |
| YTD | +2.3% | +3.6% | -1.2% | -2.8% |
| 1Y | -1.4% | -4.8% | +3.4% | -3.3% |
| 3Y | +28.1% | +48.3% | -20.3% | +1.1% |
| All | +78.5% | -19.6% | +98.1% | +69.8% |
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 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