+26.8%
CDNS vs PFG
+86.4%
-59.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +2.4% | +3.0% | -0.5% | +1.2% |
| 30D | -6.0% | +8.2% | -14.2% | -9.0% |
| 3M | -0.1% | +2.7% | -2.8% | -1.5% |
| 6M | -8.6% | +17.2% | -25.8% | -15.7% |
| YTD | +6.1% | +34.8% | -28.7% | -8.8% |
| 1Y | +0.8% | +43.6% | -42.7% | -16.0% |
| 3Y | +26.8% | +85.4% | -58.6% | -9.6% |
| All | +26.8% | +86.4% | -59.7% | -9.6% |
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