+21.2%
CDNS vs PTC
-2.9%
+24.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -0.9% |
| 7D | -14.0% | -10.3% | -3.7% | -9.0% |
| 30D | -13.2% | +1.1% | -14.3% | -14.0% |
| 3M | -28.9% | +1.6% | -30.5% | -30.3% |
| 6M | -4.2% | -13.5% | +9.3% | +3.2% |
| YTD | -6.4% | -19.1% | +12.7% | +4.7% |
| 1Y | -16.2% | -33.9% | +17.7% | +4.9% |
| All | +21.2% | -2.9% | +24.1% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling