+1,157.5%
CDNS vs PPL
+62.0%
+1,095.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | -10.2% | +5.4% | -15.6% | -11.6% |
| 3M | -5.5% | +4.3% | -9.7% | -6.8% |
| 6M | -9.9% | -1.3% | -8.5% | -9.9% |
| YTD | +2.3% | +4.7% | -2.3% | +0.1% |
| 1Y | -1.4% | +1.3% | -2.7% | -2.6% |
| 3Y | +28.1% | +57.2% | -29.1% | +6.5% |
| 5Y | +79.7% | +48.2% | +31.5% | +51.9% |
| All | +1,157.5% | +62.0% | +1,095.5% | +854.6% |
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