+627.5%
CDNS vs PDD
+203.8%
+423.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +5.6% |
| 7D | +2.1% | -1.4% | +3.6% | +2.3% |
| 30D | -4.6% | -1.0% | -3.6% | -4.6% |
| 3M | -0.8% | -12.3% | +11.5% | +0.9% |
| 6M | -7.2% | -18.5% | +11.3% | -4.9% |
| YTD | +7.7% | -29.0% | +36.7% | +12.4% |
| 1Y | +3.5% | -40.7% | +44.2% | +10.8% |
| 3Y | +31.2% | -25.7% | +56.9% | +32.0% |
| 5Y | +84.5% | -3.3% | +87.8% | +64.1% |
| All | +627.5% | +203.8% | +423.7% | +416.2% |
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