-23.6%
CDW vs PPG
-20.0%
-3.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.4% |
| 7D | -4.2% | -3.7% | -0.5% | -2.6% |
| 30D | +4.9% | -7.2% | +12.1% | +8.3% |
| 3M | +7.3% | -7.3% | +14.6% | +9.9% |
| 6M | +19.2% | +0.3% | +18.9% | +15.9% |
| YTD | +6.2% | +6.5% | -0.3% | -0.5% |
| 1Y | -14.0% | +0.5% | -14.6% | -17.2% |
| 3Y | -30.0% | -15.3% | -14.7% | -27.3% |
| 5Y | -23.6% | -22.9% | -0.7% | -19.4% |
| All | -23.6% | -20.0% | -3.6% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling