+1,235.1%
CDNS vs PEGA
+92.7%
+1,142.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.9% |
| 7D | +2.4% | -8.2% | +10.6% | +5.3% |
| 30D | -6.0% | -11.6% | +5.5% | -2.6% |
| 3M | -0.1% | -4.2% | +4.1% | 0.0% |
| 6M | -8.6% | -12.0% | +3.4% | -6.8% |
| YTD | +6.1% | -46.9% | +53.0% | +27.1% |
| 1Y | +0.8% | -47.0% | +47.8% | +20.5% |
| 3Y | +26.8% | +40.9% | -14.1% | -4.6% |
| 5Y | +86.9% | -45.4% | +132.2% | +106.0% |
| 10Y | +1,235.1% | +95.9% | +1,139.2% | +744.2% |
| All | +1,235.1% | +92.7% | +1,142.4% | +744.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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