-15.9%
CDNS vs PFGC
-8.0%
-7.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -7.2% | -3.7% | -3.5% | -7.4% |
| 30D | -14.3% | -16.0% | +1.7% | -15.2% |
| 3M | -27.2% | -4.1% | -23.1% | -26.9% |
| 6M | -4.5% | +8.7% | -13.2% | -3.7% |
| YTD | -9.0% | +6.4% | -15.3% | -8.1% |
| All | -15.9% | -8.0% | -7.9% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling