+3,280.0%
PFE vs CDNS
+6,098.4%
-2,818.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.8% |
| 7D | +1.8% | -14.0% | +15.8% | +3.5% |
| 30D | +10.2% | -13.2% | +23.4% | +12.0% |
| 3M | +12.7% | -28.9% | +41.6% | +16.9% |
| 6M | +10.5% | -4.2% | +14.7% | +10.4% |
| YTD | +20.2% | -6.4% | +26.5% | +20.1% |
| 1Y | +24.1% | -16.2% | +40.3% | +25.4% |
| 3Y | -3.6% | +20.2% | -23.7% | -8.1% |
| 5Y | -20.9% | +76.6% | -97.5% | -29.0% |
| 10Y | +35.8% | +1,029.7% | -993.8% | -3.7% |
| All | +3,280.0% | +6,098.4% | -2,818.4% | +1,510.8% |
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 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