+35.3%
PFE vs CDNS
+1,012.0%
-976.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.9% |
| 7D | -2.7% | -9.2% | +6.6% | -1.3% |
| 30D | +3.8% | -16.3% | +20.1% | +6.4% |
| 3M | +10.4% | -27.9% | +38.3% | +15.4% |
| 6M | +6.3% | -4.3% | +10.6% | +5.9% |
| YTD | +17.4% | -9.1% | +26.5% | +17.5% |
| 1Y | +21.1% | -21.2% | +42.4% | +23.8% |
| 3Y | -1.6% | +19.4% | -21.0% | -8.8% |
| 5Y | -22.2% | +71.6% | -93.8% | -34.8% |
| All | +35.3% | +1,012.0% | -976.7% | -25.8% |
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