+5,887.0%
CDNS vs PEG
+2,907.1%
+2,980.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -3.9% |
| 7D | -14.0% | +0.7% | -14.7% | -14.2% |
| 30D | -13.2% | -2.4% | -10.7% | -12.5% |
| 3M | -28.9% | -4.8% | -24.1% | -27.9% |
| 6M | -4.2% | -10.7% | +6.5% | -0.9% |
| YTD | -6.4% | -6.7% | +0.3% | -5.0% |
| 1Y | -16.2% | -6.8% | -9.4% | -15.2% |
| 3Y | +20.2% | +34.5% | -14.3% | +5.0% |
| 5Y | +76.6% | +35.8% | +40.9% | +52.4% |
| 10Y | +1,029.7% | +141.7% | +887.9% | +666.6% |
| All | +5,887.0% | +2,907.1% | +2,980.0% | +1,402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling