+1,036.6%
CDNS vs PEGA
+170.9%
+865.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.9% |
| 7D | -7.2% | -6.1% | -1.1% | -5.2% |
| 30D | -14.3% | +6.4% | -20.6% | -16.3% |
| 3M | -27.2% | +2.9% | -30.1% | -28.9% |
| 6M | -4.5% | -23.8% | +19.3% | +3.0% |
| YTD | -9.0% | -41.1% | +32.1% | +6.1% |
| 1Y | -21.3% | -38.2% | +16.9% | -10.6% |
| 3Y | +19.6% | +49.8% | -30.3% | -10.4% |
| 5Y | +71.5% | -48.0% | +119.6% | +98.3% |
| 10Y | +1,036.6% | +173.1% | +863.4% | +630.2% |
| All | +1,036.6% | +170.9% | +865.7% | +630.2% |
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