-9.3%
CDW vs PENG
+31.0%
-40.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -23.0% | +16.9% | -2.5% |
| 7D | -4.1% | -36.7% | +32.6% | +2.3% |
| 30D | +16.7% | -42.0% | +58.8% | +25.3% |
| 3M | +13.6% | -33.2% | +46.8% | +18.2% |
| 6M | +17.0% | +2.1% | +14.9% | +7.5% |
| YTD | +18.1% | +90.3% | -72.2% | -6.4% |
| 1Y | +10.5% | +67.7% | -57.2% | -10.3% |
| 3Y | -20.9% | +154.2% | -175.1% | -45.3% |
| 5Y | -9.3% | +28.3% | -37.6% | -33.3% |
| All | -9.3% | +31.0% | -40.3% | -33.3% |
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 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