+842.5%
CDNS vs PENG
+689.3%
+153.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.9% |
| 7D | +1.0% | +13.2% | -12.3% | -2.0% |
| 30D | -2.0% | -29.9% | +28.0% | +4.6% |
| 3M | -0.2% | -22.2% | +22.0% | +2.5% |
| 6M | -8.9% | -1.9% | -7.0% | -14.7% |
| YTD | +3.3% | +142.1% | -138.8% | -23.5% |
| 1Y | +2.2% | +151.5% | -149.3% | -25.1% |
| 3Y | +22.4% | +206.9% | -184.6% | -18.2% |
| 5Y | +78.0% | +58.2% | +19.8% | +28.5% |
| All | +842.5% | +689.3% | +153.2% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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