+71.6%
CDNS vs PFGC
+110.5%
-38.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.1% | -2.4% |
| 7D | -9.2% | -2.4% | -6.8% | -8.5% |
| 30D | -16.3% | -15.8% | -0.5% | -11.9% |
| 3M | -27.9% | -0.6% | -27.3% | -28.0% |
| 6M | -4.3% | +10.7% | -15.0% | -8.2% |
| YTD | -9.1% | +7.6% | -16.7% | -12.8% |
| 1Y | -21.2% | -7.8% | -13.4% | -20.3% |
| 3Y | +19.4% | +63.7% | -44.3% | -4.5% |
| 5Y | +71.6% | +112.3% | -40.7% | +19.9% |
| All | +71.6% | +110.5% | -38.9% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling