+17.1%
CDNS vs PNC
+129.9%
-112.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.2% |
| 7D | -6.5% | -0.9% | -5.6% | -6.3% |
| 30D | -13.0% | -4.4% | -8.6% | -11.8% |
| 3M | -26.0% | +5.3% | -31.3% | -27.3% |
| 6M | -2.8% | +19.6% | -22.4% | -8.8% |
| YTD | -8.8% | +19.1% | -28.0% | -14.6% |
| 1Y | -15.8% | +24.3% | -40.1% | -22.5% |
| All | +17.1% | +129.9% | -112.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling