+754.1%
CDNS vs PENG
+762.7%
-8.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.4% | -10.4% | -5.5% |
| 7D | -14.0% | +4.5% | -18.6% | -15.0% |
| 30D | -13.2% | -7.1% | -6.1% | -12.1% |
| 3M | -28.9% | -27.3% | -1.6% | -26.2% |
| 6M | -4.2% | +169.6% | -173.8% | -28.4% |
| YTD | -6.4% | +164.6% | -171.0% | -30.2% |
| 1Y | -16.2% | +109.5% | -125.7% | -34.6% |
| 3Y | +20.2% | +98.9% | -78.7% | -12.5% |
| 5Y | +76.6% | +116.3% | -39.6% | +22.2% |
| All | +754.1% | +762.7% | -8.6% | +357.1% |
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