-1.1%
CDNS vs PEG
-6.2%
+5.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.0% |
| 7D | -3.8% | +1.0% | -4.8% | -3.4% |
| 30D | -6.8% | +6.6% | -13.4% | -4.4% |
| 3M | -3.3% | -3.1% | -0.1% | -4.6% |
| 6M | -5.7% | -7.4% | +1.6% | -8.3% |
| YTD | +5.4% | -6.4% | +11.9% | +0.8% |
| 1Y | -1.1% | -7.4% | +6.3% | -5.3% |
| All | -1.1% | -6.2% | +5.1% | -5.3% |
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