+863.2%
CDW vs PPG
+89.5%
+773.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.8% |
| 7D | +3.2% | -1.5% | +4.7% | +3.8% |
| 30D | +9.3% | -5.0% | +14.2% | +11.8% |
| 3M | +9.8% | +1.1% | +8.7% | +7.9% |
| 6M | +23.3% | -3.2% | +26.5% | +22.1% |
| YTD | +13.7% | +11.9% | +1.8% | +3.9% |
| 1Y | -6.5% | +5.3% | -11.8% | -12.0% |
| 3Y | -25.2% | -15.0% | -10.2% | -22.2% |
| 5Y | -19.5% | -19.6% | +0.1% | -15.8% |
| 10Y | +285.8% | +27.0% | +258.8% | +204.9% |
| All | +863.2% | +89.5% | +773.7% | +549.9% |
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