+73.1%
CDNS vs PPG
-24.4%
+97.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | -6.5% | -5.1% | -1.4% | -4.2% |
| 30D | -13.0% | -9.6% | -3.4% | -8.8% |
| 3M | -26.0% | -6.4% | -19.6% | -24.1% |
| 6M | -2.8% | +0.5% | -3.4% | -4.8% |
| YTD | -8.8% | +4.4% | -13.3% | -13.1% |
| 1Y | -15.8% | -0.9% | -14.9% | -17.7% |
| 3Y | +19.7% | -17.0% | +36.7% | +25.5% |
| All | +73.1% | -24.4% | +97.5% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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