+2,109.1%
CDNS vs PEGA
+1,209.2%
+899.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -14.0% | +3.3% | -17.3% | -14.5% |
| 30D | -13.2% | +17.7% | -30.9% | -15.5% |
| 3M | -28.9% | +5.8% | -34.7% | -29.9% |
| 6M | -4.2% | -20.3% | +16.1% | -1.4% |
| YTD | -6.4% | -37.1% | +30.8% | -0.4% |
| 1Y | -16.2% | -30.2% | +14.0% | -12.6% |
| 3Y | +20.2% | +48.1% | -27.9% | +8.5% |
| 5Y | +76.6% | -46.8% | +123.4% | +81.1% |
| 10Y | +1,029.7% | +191.3% | +838.4% | +822.5% |
| All | +2,109.1% | +1,209.2% | +899.8% | +890.0% |
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