+2,402.9%
CDNS vs PEGA
+1,005.9%
+1,397.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.7% |
| 7D | +2.4% | -8.2% | +10.6% | +3.8% |
| 30D | -6.0% | -11.6% | +5.5% | -4.4% |
| 3M | -0.1% | -4.2% | +4.1% | +0.1% |
| 6M | -8.6% | -12.0% | +3.4% | -7.6% |
| YTD | +6.1% | -46.9% | +53.0% | +15.5% |
| 1Y | +0.8% | -47.0% | +47.8% | +9.6% |
| 3Y | +26.8% | +40.9% | -14.1% | +15.1% |
| 5Y | +86.9% | -45.4% | +132.2% | +90.5% |
| 10Y | +1,235.1% | +95.9% | +1,139.2% | +1,049.7% |
| All | +2,402.9% | +1,005.9% | +1,397.0% | +1,047.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling