-18.9%
CDW vs PENG
+115.2%
-134.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -2.1% |
| 7D | +3.2% | +4.5% | -1.4% | +2.4% |
| 30D | +9.3% | -7.1% | +16.4% | +10.2% |
| 3M | +9.8% | -27.3% | +37.1% | +12.6% |
| 6M | +23.3% | +169.6% | -146.2% | -4.5% |
| YTD | +13.7% | +164.6% | -151.0% | -12.2% |
| 1Y | -6.5% | +109.5% | -115.9% | -24.8% |
| 3Y | -25.2% | +98.9% | -124.2% | -44.2% |
| All | -18.9% | +115.2% | -134.1% | -40.8% |
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