+162.8%
PEG vs CDW
+329.6%
-166.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.0% |
| 7D | +2.6% | +13.1% | -10.5% | -0.1% |
| 30D | +3.3% | +19.1% | -15.8% | -0.6% |
| 3M | +1.1% | +24.7% | -23.7% | -4.1% |
| 6M | -1.4% | +63.4% | -64.8% | -13.0% |
| YTD | -4.6% | +26.3% | -30.9% | -11.8% |
| 1Y | -7.2% | +20.6% | -27.8% | -13.2% |
| 3Y | +33.7% | -16.3% | +50.1% | +33.9% |
| 5Y | +40.8% | -3.9% | +44.8% | +32.4% |
| 10Y | +162.8% | +331.5% | -168.7% | +102.9% |
| All | +162.8% | +329.6% | -166.8% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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