+1,005.1%
CDNS vs PTC
+204.7%
+800.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | 0.0% |
| 7D | -9.2% | -12.8% | +3.6% | -2.4% |
| 30D | -16.3% | -9.8% | -6.5% | -11.8% |
| 3M | -27.9% | -2.1% | -25.9% | -28.5% |
| 6M | -4.3% | -18.1% | +13.8% | +4.7% |
| YTD | -9.1% | -23.5% | +14.4% | +3.3% |
| 1Y | -21.2% | -37.4% | +16.1% | -0.5% |
| 3Y | +19.4% | -7.2% | +26.6% | +19.4% |
| 5Y | +71.6% | +2.7% | +68.9% | +60.1% |
| 10Y | +1,005.1% | +203.4% | +801.6% | +481.0% |
| All | +1,005.1% | +204.7% | +800.3% | +481.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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