-21.5%
CDNS vs PFG
+49.1%
-70.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -9.2% | +6.0% | -15.2% | -11.1% |
| 30D | -16.3% | +2.2% | -18.5% | -16.8% |
| 3M | -27.9% | +10.4% | -38.3% | -31.0% |
| 6M | -4.3% | +27.8% | -32.1% | -14.7% |
| YTD | -9.1% | +33.6% | -42.8% | -20.4% |
| All | -21.5% | +49.1% | -70.6% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling