+6,443.8%
CDNS vs PPL
+2,158.2%
+4,285.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 3M | -5.5% | +4.3% | -9.7% | -6.9% |
| 6M | -9.9% | -1.3% | -8.5% | -10.0% |
| YTD | +2.3% | +4.7% | -2.3% | 0.0% |
| 1Y | -1.4% | +1.3% | -2.7% | -2.7% |
| 3Y | +28.1% | +57.2% | -29.1% | +7.8% |
| 5Y | +79.7% | +48.2% | +31.5% | +53.5% |
| 10Y | +1,183.3% | +62.7% | +1,120.5% | +923.2% |
| All | +6,443.8% | +2,158.2% | +4,285.6% | +1,716.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling