+1,199.9%
CDNS vs PFG
+189.4%
+1,010.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -0.1% | -2.2% | +2.2% | +0.8% |
| 30D | -5.5% | +6.4% | -11.9% | -7.6% |
| 3M | +0.5% | +2.2% | -1.7% | -0.5% |
| 6M | -9.6% | +16.3% | -25.9% | -14.9% |
| YTD | +5.3% | +33.2% | -27.9% | -5.8% |
| 1Y | +3.4% | +40.6% | -37.2% | -9.4% |
| 3Y | +25.9% | +83.3% | -57.5% | -0.5% |
| 5Y | +85.8% | +97.7% | -12.0% | +41.9% |
| 10Y | +1,199.9% | +189.9% | +1,010.0% | +712.3% |
| All | +1,199.9% | +189.4% | +1,010.5% | +712.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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