+514.2%
CDNS vs PDD
+200.9%
+313.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.5% |
| 7D | -9.2% | -4.1% | -5.1% | -8.7% |
| 30D | -16.3% | -13.1% | -3.2% | -14.6% |
| 3M | -27.9% | -3.5% | -24.5% | -27.6% |
| 6M | -4.3% | -21.8% | +17.5% | -1.3% |
| YTD | -9.1% | -29.7% | +20.6% | -4.8% |
| 1Y | -21.2% | -36.2% | +15.0% | -16.5% |
| 3Y | +19.4% | -16.4% | +35.7% | +18.2% |
| 5Y | +71.6% | -23.8% | +95.4% | +57.7% |
| All | +514.2% | +200.9% | +313.2% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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