-16.2%
CDNS vs PEG
-7.0%
-9.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -4.0% |
| 7D | -14.0% | +0.7% | -14.7% | -13.8% |
| 30D | -13.2% | -2.4% | -10.7% | -13.8% |
| 3M | -28.9% | -4.8% | -24.1% | -29.9% |
| 6M | -4.2% | -10.7% | +6.5% | -6.4% |
| YTD | -6.4% | -6.7% | +0.3% | -9.4% |
| 1Y | -16.2% | -6.8% | -9.4% | -18.8% |
| All | -16.2% | -7.0% | -9.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling