-9.3%
CDW vs PENG
+42.1%
-51.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -2.8% |
| 7D | +2.1% | -19.4% | +21.5% | +4.7% |
| 30D | +14.7% | -42.4% | +57.1% | +23.4% |
| 3M | +11.1% | -25.6% | +36.8% | +13.6% |
| 6M | +45.6% | +7.3% | +38.3% | +33.4% |
| YTD | +17.1% | +113.9% | -96.8% | -9.0% |
| 1Y | +13.2% | +93.6% | -80.4% | -10.5% |
| 3Y | -22.2% | +170.2% | -192.4% | -46.5% |
| All | -9.3% | +42.1% | -51.4% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling