+21.5%
CDW vs PENG
+120.5%
-98.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -9.1% | +21.8% | +13.0% |
| 7D | +3.7% | -20.5% | +24.2% | +4.8% |
| 30D | +26.0% | -20.4% | +46.4% | +27.0% |
| 3M | +10.1% | -16.4% | +26.5% | +10.3% |
| 6M | +26.1% | +49.2% | -23.2% | +20.4% |
| YTD | +25.9% | +147.2% | -121.3% | +10.3% |
| 1Y | +21.5% | +124.7% | -103.1% | +8.5% |
| All | +21.5% | +120.5% | -98.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling