+3,439.0%
PFE vs CDNS
+6,923.0%
-3,484.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.0% |
| 30D | +5.3% | -6.0% | +11.3% | +5.9% |
| 3M | +10.1% | -0.1% | +10.2% | +9.8% |
| 6M | +18.0% | -8.6% | +26.6% | +18.5% |
| YTD | +25.8% | +6.1% | +19.7% | +23.6% |
| 1Y | +28.4% | +0.8% | +27.6% | +26.9% |
| 3Y | +20.9% | +26.8% | -5.9% | +14.4% |
| 5Y | -21.5% | +86.9% | -108.4% | -30.1% |
| 10Y | +46.2% | +1,235.1% | -1,188.9% | +1.4% |
| All | +3,439.0% | +6,923.0% | -3,484.0% | +1,558.5% |
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