+1,235.1%
CDNS vs PPL
+65.3%
+1,169.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -6.0% | +4.3% | -10.3% | -7.2% |
| 3M | -0.1% | +2.9% | -3.0% | -1.1% |
| 6M | -8.6% | +1.1% | -9.7% | -9.3% |
| YTD | +6.1% | +4.5% | +1.6% | +3.9% |
| 1Y | +0.8% | +0.1% | +0.7% | -0.1% |
| 3Y | +26.8% | +55.7% | -28.9% | +5.8% |
| 5Y | +86.9% | +47.6% | +39.3% | +58.2% |
| 10Y | +1,235.1% | +66.8% | +1,168.3% | +902.8% |
| All | +1,235.1% | +65.3% | +1,169.8% | +902.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling