+5,721.4%
CDNS vs PPG
+2,625.9%
+3,095.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.3% |
| 7D | -7.2% | -3.7% | -3.5% | -5.5% |
| 30D | -14.3% | -7.2% | -7.0% | -11.0% |
| 3M | -27.2% | -7.3% | -19.9% | -24.8% |
| 6M | -4.5% | +0.3% | -4.8% | -6.2% |
| YTD | -9.0% | +6.5% | -15.5% | -13.8% |
| 1Y | -21.3% | +0.5% | -21.9% | -23.5% |
| 3Y | +19.6% | -15.3% | +34.9% | +24.8% |
| 5Y | +71.5% | -22.9% | +94.4% | +84.6% |
| 10Y | +1,036.6% | +28.4% | +1,008.2% | +784.9% |
| All | +5,721.4% | +2,625.9% | +3,095.5% | +830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling