+33.9%
PEG vs CDW
-25.0%
+59.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.7% | +3.2% | -2.5% | +0.6% |
| 30D | -2.4% | +9.3% | -11.7% | -2.7% |
| 3M | -4.8% | +9.8% | -14.6% | -5.1% |
| 6M | -10.7% | +23.3% | -34.0% | -11.8% |
| YTD | -6.7% | +13.7% | -20.3% | -7.3% |
| 1Y | -6.8% | -6.5% | -0.4% | -5.5% |
| All | +33.9% | -25.0% | +59.0% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling