+70.8%
CDNS vs PNC
+50.6%
+20.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.2% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | -13.0% | -4.4% | -8.6% | -11.5% |
| 3M | -26.0% | +5.3% | -31.3% | -27.6% |
| 6M | -2.8% | +19.6% | -22.4% | -9.7% |
| YTD | -8.8% | +19.1% | -28.0% | -15.5% |
| 1Y | -15.8% | +24.3% | -40.1% | -23.4% |
| 3Y | +19.7% | +132.2% | -112.5% | -16.7% |
| 5Y | +70.8% | +52.3% | +18.4% | +42.4% |
| All | +70.8% | +50.6% | +20.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling