+1,026.7%
CDNS vs PNR
+66.6%
+960.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | -6.5% | -5.5% | -1.1% | -4.0% |
| 30D | -13.0% | -15.6% | +2.6% | -5.7% |
| 3M | -26.0% | -20.2% | -5.8% | -18.5% |
| 6M | -2.8% | -36.6% | +33.8% | +19.4% |
| YTD | -8.8% | -45.0% | +36.1% | +20.2% |
| 1Y | -15.8% | -47.4% | +31.6% | +13.4% |
| 3Y | +19.7% | -13.7% | +33.4% | +24.3% |
| 5Y | +70.8% | -20.8% | +91.6% | +79.6% |
| All | +1,026.7% | +66.6% | +960.1% | +715.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling