+272.5%
PM vs CDNS
+1,098.6%
-826.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.5% |
| 7D | +0.5% | +1.0% | -0.4% | +0.4% |
| 30D | -3.2% | -2.0% | -1.3% | -3.1% |
| 3M | +6.2% | -0.2% | +6.5% | +5.9% |
| 6M | +7.7% | -8.9% | +16.6% | +7.8% |
| YTD | +27.3% | +3.3% | +23.9% | +24.6% |
| 1Y | +32.8% | +2.2% | +30.6% | +30.1% |
| 3Y | +150.0% | +22.4% | +127.6% | +130.1% |
| 5Y | +164.2% | +78.0% | +86.2% | +118.9% |
| All | +272.5% | +1,098.6% | -826.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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