+38.1%
PEG vs CDW
-10.5%
+48.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.3% | +2.1% | -4.3% | -2.6% |
| 30D | +1.2% | +14.7% | -13.5% | -0.4% |
| 3M | -2.4% | +11.1% | -13.5% | -3.8% |
| 6M | -6.9% | +45.6% | -52.4% | -12.0% |
| YTD | -7.2% | +17.1% | -24.3% | -10.2% |
| 1Y | -8.9% | +13.2% | -22.0% | -11.3% |
| 3Y | +27.1% | -22.2% | +49.3% | +29.3% |
| All | +38.1% | -10.5% | +48.6% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling