+0.8%
CDNS vs PEGA
-46.9%
+47.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.7% |
| 7D | +2.4% | -8.2% | +10.6% | +4.2% |
| 30D | -6.0% | -11.6% | +5.5% | -3.9% |
| 3M | -0.1% | -4.2% | +4.1% | -0.4% |
| 6M | -8.6% | -12.0% | +3.4% | -6.7% |
| YTD | +6.1% | -46.9% | +53.0% | +16.8% |
| 1Y | +0.8% | -47.0% | +47.8% | +11.2% |
| All | +0.8% | -46.9% | +47.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling