-22.9%
CDW vs PSLV
+148.4%
-171.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.3% |
| 7D | -7.4% | -4.9% | -2.5% | -7.3% |
| 30D | +5.8% | -1.9% | +7.7% | +5.9% |
| 3M | +10.8% | +4.2% | +6.6% | +10.7% |
| 6M | +21.5% | -27.6% | +49.1% | +23.2% |
| YTD | +6.4% | -11.7% | +18.0% | +3.7% |
| 1Y | -14.8% | +49.3% | -64.1% | -22.4% |
| 3Y | -29.9% | +167.1% | -197.0% | -41.3% |
| 5Y | -22.9% | +151.7% | -174.5% | -38.5% |
| All | -22.9% | +148.4% | -171.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling