-29.5%
CDW vs PSLV
+179.9%
-209.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.4% |
| 7D | -4.2% | +3.3% | -7.6% | -4.2% |
| 30D | +4.9% | +2.1% | +2.7% | +4.9% |
| 3M | +7.3% | +7.1% | +0.2% | +7.6% |
| 6M | +19.2% | -21.6% | +40.8% | +20.0% |
| YTD | +6.2% | -6.7% | +12.9% | +3.5% |
| 1Y | -14.0% | +59.3% | -73.3% | -20.8% |
| All | -29.5% | +179.9% | -209.5% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling