+5,711.3%
CDNS vs PNR
+3,553.7%
+2,157.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.9% |
| 7D | -9.2% | -3.0% | -6.2% | -8.1% |
| 30D | -16.3% | -14.9% | -1.3% | -10.8% |
| 3M | -27.9% | -19.0% | -8.9% | -22.4% |
| 6M | -4.3% | -35.9% | +31.6% | +12.7% |
| YTD | -9.1% | -43.1% | +34.0% | +12.2% |
| 1Y | -21.2% | -46.4% | +25.2% | -0.5% |
| 3Y | +19.4% | -10.8% | +30.2% | +22.2% |
| 5Y | +71.6% | -18.9% | +90.5% | +80.5% |
| 10Y | +1,005.1% | +64.4% | +940.6% | +750.0% |
| All | +5,711.3% | +3,553.7% | +2,157.6% | +1,407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling