+1,166.2%
CDNS vs PFG
+184.0%
+982.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +1.0% | +2.4% | -1.4% | +0.1% |
| 30D | -2.0% | +5.9% | -7.8% | -4.0% |
| 3M | -0.2% | -0.4% | +0.2% | -0.4% |
| 6M | -8.9% | +14.8% | -23.7% | -13.9% |
| YTD | +3.3% | +31.9% | -28.6% | -7.2% |
| 1Y | +2.2% | +38.8% | -36.6% | -10.0% |
| 3Y | +22.4% | +82.4% | -60.0% | -3.1% |
| 5Y | +78.0% | +94.7% | -16.7% | +36.6% |
| All | +1,166.2% | +184.0% | +982.2% | +693.7% |
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