+3,391.6%
PFE vs CDNS
+6,674.8%
-3,283.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -2.0% |
| 7D | -3.7% | -2.4% | -1.3% | -3.4% |
| 30D | +5.0% | -10.2% | +15.1% | +6.1% |
| 3M | +12.2% | -5.5% | +17.6% | +12.6% |
| 6M | +14.6% | -9.9% | +24.4% | +15.2% |
| YTD | +24.1% | +2.3% | +21.8% | +22.5% |
| 1Y | +26.6% | -1.4% | +28.0% | +25.4% |
| 3Y | +14.3% | +28.1% | -13.8% | +8.0% |
| 5Y | -21.9% | +79.7% | -101.6% | -30.2% |
| 10Y | +62.6% | +1,183.3% | -1,120.6% | +13.4% |
| All | +3,391.6% | +6,674.8% | -3,283.1% | +1,543.5% |
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