+1,166.2%
CDNS vs PFGC
+351.0%
+815.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | +1.0% | +3.4% | -2.4% | +0.4% |
| 30D | -2.0% | +16.9% | -18.9% | -4.9% |
| 3M | -0.2% | +6.4% | -6.6% | -1.6% |
| 6M | -8.9% | +16.0% | -24.9% | -11.8% |
| YTD | +3.3% | +23.6% | -20.3% | -1.7% |
| 1Y | +2.2% | +16.6% | -14.4% | -1.7% |
| 3Y | +22.4% | +82.3% | -59.9% | +7.5% |
| 5Y | +78.0% | +138.7% | -60.7% | +48.0% |
| All | +1,166.2% | +351.0% | +815.2% | +846.8% |
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