+5,887.0%
CDNS vs PPL
+2,096.5%
+3,790.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | +2.7% | -16.7% | -14.7% |
| 30D | -13.2% | +0.5% | -13.6% | -13.4% |
| 3M | -28.9% | +0.7% | -29.6% | -29.3% |
| 6M | -4.2% | -7.6% | +3.4% | -2.4% |
| YTD | -6.4% | +1.8% | -8.2% | -7.5% |
| 1Y | -16.2% | -0.8% | -15.5% | -16.8% |
| 3Y | +20.2% | +56.9% | -36.7% | +1.2% |
| 5Y | +76.6% | +39.5% | +37.1% | +54.0% |
| 10Y | +1,029.7% | +55.4% | +974.3% | +814.9% |
| All | +5,887.0% | +2,096.5% | +3,790.6% | +1,579.0% |
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