+140.4%
PEG vs CDW
+263.0%
-122.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +1.8% |
| 7D | +1.0% | -3.9% | +4.9% | +1.8% |
| 30D | -1.9% | +6.9% | -8.8% | -3.5% |
| 3M | -3.7% | +7.7% | -11.4% | -5.9% |
| 6M | -9.4% | +18.3% | -27.8% | -14.8% |
| YTD | -6.0% | +7.8% | -13.8% | -9.8% |
| 1Y | -4.4% | -12.2% | +7.8% | -3.6% |
| 3Y | +33.5% | -28.9% | +62.5% | +38.9% |
| 5Y | +35.7% | -22.8% | +58.5% | +34.8% |
| 10Y | +140.4% | +266.1% | -125.6% | +68.5% |
| All | +140.4% | +263.0% | -122.6% | +68.5% |
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