+1,206.6%
CDNS vs PFGC
+346.1%
+860.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.4% |
| 7D | +7.0% | +0.3% | +6.8% | +7.0% |
| 30D | -0.3% | +16.1% | -16.4% | -3.2% |
| 3M | +3.2% | +2.4% | +0.8% | +2.4% |
| 6M | -6.9% | +15.7% | -22.6% | -9.8% |
| YTD | +6.6% | +22.3% | -15.7% | +1.7% |
| 1Y | +5.6% | +13.9% | -8.2% | +2.0% |
| 3Y | +27.4% | +80.3% | -52.9% | +12.1% |
| 5Y | +83.7% | +136.1% | -52.4% | +53.1% |
| All | +1,206.6% | +346.1% | +860.5% | +879.0% |
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