+833.5%
CDNS vs PENG
+597.2%
+236.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.7% | -0.1% |
| 7D | -2.4% | -19.4% | +17.0% | +1.3% |
| 30D | -10.2% | -42.4% | +32.2% | 0.0% |
| 3M | -5.5% | -25.6% | +20.2% | -1.8% |
| 6M | -9.9% | +7.3% | -17.1% | -17.7% |
| YTD | +2.3% | +113.9% | -111.5% | -21.9% |
| 1Y | -1.4% | +93.6% | -95.0% | -23.2% |
| 3Y | +28.1% | +170.2% | -142.1% | -11.8% |
| 5Y | +79.7% | +44.2% | +35.5% | +32.8% |
| All | +833.5% | +597.2% | +236.4% | +411.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling