-21.2%
CDNS vs PTC
-38.1%
+16.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -0.6% |
| 7D | -9.2% | -12.8% | +3.6% | -3.8% |
| 30D | -16.3% | -9.8% | -6.5% | -12.6% |
| 3M | -27.9% | -2.1% | -25.9% | -27.4% |
| 6M | -4.3% | -18.1% | +13.8% | +7.9% |
| YTD | -9.1% | -23.5% | +14.4% | +4.3% |
| 1Y | -21.2% | -37.4% | +16.1% | +1.4% |
| All | -21.2% | -38.1% | +16.9% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling