+1,034.6%
CDNS vs PFG
+242.8%
+791.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -9.2% | +6.0% | -15.2% | -11.2% |
| 30D | -16.3% | +2.2% | -18.5% | -17.0% |
| 3M | -27.9% | +10.4% | -38.3% | -30.7% |
| 6M | -4.3% | +27.8% | -32.1% | -12.8% |
| YTD | -9.1% | +33.6% | -42.8% | -18.6% |
| 1Y | -21.2% | +49.3% | -70.5% | -32.4% |
| 3Y | +19.4% | +69.7% | -50.4% | -3.0% |
| 5Y | +71.6% | +111.3% | -39.7% | +28.5% |
| All | +1,034.6% | +242.8% | +791.8% | +537.4% |
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