+1,277.4%
CDNS vs PFG
+1,015.3%
+262.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | -14.0% | +5.5% | -19.5% | -15.8% |
| 30D | -13.2% | +2.4% | -15.5% | -14.1% |
| 3M | -28.9% | +13.6% | -42.5% | -32.5% |
| 6M | -4.2% | +27.9% | -32.1% | -13.0% |
| YTD | -6.4% | +35.6% | -41.9% | -17.0% |
| 1Y | -16.2% | +48.5% | -64.7% | -28.3% |
| 3Y | +20.2% | +66.9% | -46.7% | -2.6% |
| 5Y | +76.6% | +111.0% | -34.3% | +29.5% |
| 10Y | +1,029.7% | +244.5% | +785.2% | +526.1% |
| All | +1,277.4% | +1,015.3% | +262.1% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling