+85.8%
CDNS vs PFGC
+129.7%
-43.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | -5.5% | +17.4% | -22.9% | -10.6% |
| 3M | +0.5% | -2.4% | +2.9% | +0.9% |
| 6M | -9.6% | +18.2% | -27.8% | -15.3% |
| YTD | +5.3% | +23.7% | -18.3% | -4.1% |
| 1Y | +3.4% | +15.0% | -11.6% | -3.3% |
| 3Y | +25.9% | +82.3% | -56.5% | -5.1% |
| 5Y | +85.8% | +131.9% | -46.1% | +21.8% |
| All | +85.8% | +129.7% | -43.9% | +21.8% |
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 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