+229.9%
CDW vs PENG
+689.3%
-459.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.2% |
| 7D | +9.3% | +13.2% | -3.9% | +7.0% |
| 30D | +14.4% | -29.9% | +44.3% | +19.5% |
| 3M | +21.4% | -22.2% | +43.6% | +23.4% |
| 6M | +72.8% | -1.9% | +74.7% | +63.2% |
| YTD | +28.0% | +142.1% | -114.1% | +0.1% |
| 1Y | +19.3% | +151.5% | -132.2% | -7.5% |
| 3Y | -15.3% | +206.9% | -222.2% | -39.8% |
| 5Y | -3.8% | +58.2% | -62.0% | -27.4% |
| All | +229.9% | +689.3% | -459.5% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling