+5,887.0%
CDNS vs PTC
+6,346.6%
-459.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -2.1% |
| 7D | -14.0% | -10.3% | -3.7% | -11.0% |
| 30D | -13.2% | +1.1% | -14.3% | -13.6% |
| 3M | -28.9% | +1.6% | -30.5% | -29.9% |
| 6M | -4.2% | -13.5% | +9.3% | -0.5% |
| YTD | -6.4% | -19.1% | +12.7% | -0.6% |
| 1Y | -16.2% | -33.9% | +17.7% | -5.3% |
| 3Y | +20.2% | -3.9% | +24.1% | +20.3% |
| 5Y | +76.6% | +6.0% | +70.6% | +71.4% |
| 10Y | +1,029.7% | +223.7% | +805.9% | +665.6% |
| All | +5,887.0% | +6,346.6% | -459.6% | +605.9% |
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