+21.2%
CDNS vs PFG
+70.7%
-49.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.3% |
| 7D | -14.0% | +5.5% | -19.5% | -16.1% |
| 30D | -13.2% | +2.4% | -15.5% | -14.1% |
| 3M | -28.9% | +13.6% | -42.5% | -33.2% |
| 6M | -4.2% | +27.9% | -32.1% | -14.9% |
| YTD | -6.4% | +35.6% | -41.9% | -19.2% |
| 1Y | -16.2% | +48.5% | -64.7% | -30.8% |
| All | +21.2% | +70.7% | -49.5% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling