+1,315.4%
CDNS vs PFGC
+419.1%
+896.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -14.0% | -2.2% | -11.8% | -13.7% |
| 30D | -13.2% | -11.9% | -1.2% | -11.2% |
| 3M | -28.9% | +5.0% | -33.9% | -29.7% |
| 6M | -4.2% | +8.6% | -12.8% | -6.0% |
| YTD | -6.4% | +9.7% | -16.0% | -8.7% |
| 1Y | -16.2% | -6.3% | -9.9% | -16.0% |
| 3Y | +20.2% | +58.2% | -38.0% | +8.6% |
| 5Y | +76.6% | +110.4% | -33.8% | +50.3% |
| 10Y | +1,029.7% | +272.8% | +756.9% | +745.2% |
| All | +1,315.4% | +419.1% | +896.3% | +894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling