-19.7%
CDNS vs PNC
+24.5%
-44.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.1% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | -13.0% | -4.4% | -8.6% | -12.3% |
| 3M | -26.0% | +5.3% | -31.3% | -26.6% |
| 6M | -2.8% | +19.6% | -22.4% | -7.4% |
| YTD | -8.8% | +19.1% | -28.0% | -13.4% |
| All | -19.7% | +24.5% | -44.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling