+985.1%
CDW vs PPG
+107.6%
+877.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +9.3% | +0.7% | +8.6% | +9.0% |
| 30D | +14.4% | +17.6% | -3.2% | +5.7% |
| 3M | +21.4% | +7.5% | +14.0% | +17.2% |
| 6M | +72.8% | +17.6% | +55.2% | +57.5% |
| YTD | +28.0% | +22.6% | +5.5% | +12.0% |
| 1Y | +19.3% | +28.0% | -8.7% | +2.0% |
| 3Y | -15.3% | +1.8% | -17.1% | -19.4% |
| 5Y | -3.8% | -15.5% | +11.7% | -1.3% |
| 10Y | +318.5% | +54.9% | +263.6% | +201.9% |
| All | +985.1% | +107.6% | +877.4% | +600.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling