+46.2%
PFE vs CDNS
+1,218.1%
-1,171.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | +5.3% | -6.0% | +11.3% | +6.1% |
| 3M | +10.1% | -0.1% | +10.2% | +9.7% |
| 6M | +18.0% | -8.6% | +26.6% | +18.5% |
| YTD | +25.8% | +6.1% | +19.7% | +22.8% |
| 1Y | +28.4% | +0.8% | +27.6% | +26.3% |
| 3Y | +20.9% | +26.8% | -5.9% | +11.5% |
| 5Y | -21.5% | +86.9% | -108.4% | -34.7% |
| 10Y | +46.2% | +1,235.1% | -1,188.9% | -20.4% |
| All | +46.2% | +1,218.1% | -1,171.9% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling