+77.1%
CDNS vs PPL
+47.4%
+29.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | +1.0% | -0.4% | +1.3% | +1.0% |
| 30D | -2.0% | +2.6% | -4.6% | -2.3% |
| 3M | -0.2% | +0.8% | -1.0% | -0.3% |
| 6M | -8.9% | +1.4% | -10.3% | -9.2% |
| YTD | +3.3% | +4.3% | -1.0% | +2.1% |
| 1Y | +2.2% | +0.8% | +1.5% | +1.8% |
| 3Y | +22.4% | +57.9% | -35.5% | +3.2% |
| All | +77.1% | +47.4% | +29.8% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling