+3,159.9%
PEP vs CDNS
+6,098.4%
-2,938.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.3% |
| 7D | -1.4% | -14.0% | +12.6% | -0.3% |
| 30D | +0.2% | -13.2% | +13.4% | +1.3% |
| 3M | -1.1% | -28.9% | +27.8% | +1.4% |
| 6M | -13.5% | -4.2% | -9.3% | -13.6% |
| YTD | -1.2% | -6.4% | +5.2% | -1.4% |
| 1Y | -1.6% | -16.2% | +14.7% | -1.0% |
| 3Y | -12.5% | +20.2% | -32.7% | -15.7% |
| 5Y | +3.0% | +76.6% | -73.6% | -4.7% |
| 10Y | +73.9% | +1,029.7% | -955.8% | +38.6% |
| All | +3,159.9% | +6,098.4% | -2,938.4% | +1,644.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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