+71.6%
CDNS vs PSA
+15.2%
+56.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -9.2% | -0.4% | -8.8% | -9.1% |
| 30D | -16.3% | -8.2% | -8.1% | -13.7% |
| 3M | -27.9% | -2.1% | -25.8% | -27.6% |
| 6M | -4.3% | -0.2% | -4.1% | -5.1% |
| YTD | -9.1% | +18.5% | -27.6% | -16.1% |
| 1Y | -21.2% | +6.6% | -27.8% | -24.3% |
| 3Y | +19.4% | +24.5% | -5.1% | +2.2% |
| 5Y | +71.6% | +13.6% | +58.0% | +48.9% |
| All | +71.6% | +15.2% | +56.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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