-16.2%
CDNS vs PNR
-43.1%
+26.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | -2.4% | -11.6% | -13.3% |
| 30D | -13.2% | -12.8% | -0.4% | -8.8% |
| 3M | -28.9% | -17.0% | -11.9% | -24.8% |
| 6M | -4.2% | -37.4% | +33.3% | +17.6% |
| YTD | -6.4% | -41.6% | +35.2% | +19.6% |
| 1Y | -16.2% | -44.6% | +28.4% | +12.1% |
| All | -16.2% | -43.1% | +26.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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