+85.8%
CDNS vs PENG
+68.7%
+17.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.0% | -3.3% |
| 7D | -0.1% | +1.9% | -1.9% | -1.5% |
| 30D | -5.5% | -37.8% | +32.3% | +4.3% |
| 3M | +0.5% | -14.1% | +14.6% | +0.9% |
| 6M | -9.6% | +13.1% | -22.7% | -20.1% |
| YTD | +5.3% | +151.8% | -146.5% | -27.7% |
| 1Y | +3.4% | +136.0% | -132.6% | -27.9% |
| 3Y | +25.9% | +217.9% | -192.1% | -24.8% |
| 5Y | +85.8% | +64.1% | +21.7% | +20.6% |
| All | +85.8% | +68.7% | +17.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling