+293.7%
CDW vs PSLV
+190.6%
+103.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +0.9% | -3.5% | +4.4% | +1.1% |
| 30D | +13.1% | -2.1% | +15.2% | +13.2% |
| 3M | +19.7% | -1.6% | +21.3% | +19.7% |
| 6M | +30.7% | -25.5% | +56.2% | +32.9% |
| YTD | +14.7% | -11.4% | +26.1% | +12.4% |
| 1Y | -5.3% | +48.6% | -53.9% | -13.3% |
| 3Y | -23.8% | +166.9% | -190.7% | -35.8% |
| 5Y | -16.8% | +152.4% | -169.2% | -30.3% |
| All | +293.7% | +190.6% | +103.1% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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