+19.4%
CDNS vs PEGA
+48.1%
-28.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.2% | -2.0% |
| 7D | -9.2% | -2.4% | -6.8% | -8.7% |
| 30D | -16.3% | +9.6% | -25.9% | -18.1% |
| 3M | -27.9% | +2.3% | -30.3% | -28.9% |
| 6M | -4.3% | -23.9% | +19.6% | +0.6% |
| YTD | -9.1% | -39.8% | +30.7% | -0.3% |
| 1Y | -21.2% | -37.4% | +16.2% | -14.6% |
| 3Y | +19.4% | +53.1% | -33.8% | +15.1% |
| All | +19.4% | +48.1% | -28.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling