+1,026.7%
CDNS vs PFGC
+294.6%
+732.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.4% |
| 7D | -6.5% | -4.8% | -1.7% | -5.7% |
| 30D | -13.0% | -17.2% | +4.2% | -10.0% |
| 3M | -26.0% | -6.3% | -19.7% | -25.2% |
| 6M | -2.8% | +8.8% | -11.7% | -4.8% |
| YTD | -8.8% | +4.9% | -13.8% | -10.4% |
| 1Y | -15.8% | -9.5% | -6.3% | -15.1% |
| 3Y | +19.7% | +59.6% | -39.9% | +7.9% |
| 5Y | +70.8% | +113.5% | -42.7% | +45.1% |
| All | +1,026.7% | +294.6% | +732.1% | +747.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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