+293.7%
CDW vs PPG
+26.9%
+266.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.4% | +7.6% |
| 7D | +0.9% | -6.2% | +7.2% | +4.2% |
| 30D | +13.1% | -7.9% | +21.0% | +17.8% |
| 3M | +19.7% | -10.2% | +29.9% | +25.1% |
| 6M | +30.7% | +2.7% | +28.1% | +25.3% |
| YTD | +14.7% | +4.9% | +9.8% | +8.2% |
| 1Y | -5.3% | -3.2% | -2.1% | -7.0% |
| 3Y | -23.8% | -17.0% | -6.8% | -19.8% |
| 5Y | -16.8% | -23.3% | +6.5% | -10.8% |
| All | +293.7% | +26.9% | +266.8% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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