+70.8%
CDNS vs PNR
-21.1%
+91.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | -6.5% | -5.5% | -1.1% | -3.7% |
| 30D | -13.0% | -15.6% | +2.6% | -4.9% |
| 3M | -26.0% | -20.2% | -5.8% | -17.7% |
| 6M | -2.8% | -36.6% | +33.8% | +22.5% |
| YTD | -8.8% | -45.0% | +36.1% | +24.8% |
| 1Y | -15.8% | -47.4% | +31.6% | +18.3% |
| 3Y | +19.7% | -13.7% | +33.4% | +22.3% |
| 5Y | +70.8% | -20.8% | +91.6% | +94.0% |
| All | +70.8% | -21.1% | +91.8% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling