+6,783.6%
CDNS vs PTC
+8,854.1%
-2,070.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.1% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | -4.6% | +0.7% | -5.4% | -4.8% |
| 3M | -0.8% | +32.6% | -33.4% | -11.2% |
| 6M | -7.2% | +33.6% | -40.8% | -17.7% |
| YTD | +7.7% | +12.4% | -4.8% | +1.0% |
| 1Y | +3.5% | +11.2% | -7.7% | -2.6% |
| 3Y | +31.2% | +31.7% | -0.5% | +16.6% |
| 5Y | +84.5% | +60.1% | +24.5% | +54.6% |
| 10Y | +1,242.9% | +317.2% | +925.7% | +722.5% |
| All | +6,783.6% | +8,854.1% | -2,070.5% | +616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling