+148.6%
CDNS vs PCOR
-10.0%
+158.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -9.1% | +23.7% | -32.8% | -16.2% |
| 30D | -13.4% | +39.0% | -52.4% | -23.6% |
| 3M | -7.6% | +35.8% | -43.4% | -18.5% |
| 6M | -11.9% | +38.2% | -50.2% | -23.6% |
| YTD | -0.4% | +3.9% | -4.3% | -5.3% |
| 1Y | -4.9% | +5.7% | -10.6% | -10.6% |
| 3Y | +24.8% | +44.8% | -20.0% | +1.1% |
| 5Y | +75.0% | -19.8% | +94.7% | +53.9% |
| All | +148.6% | -10.0% | +158.6% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling