+80.1%
PEP vs CDW
+303.2%
-223.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +2.9% | +2.1% | +0.8% | +2.4% |
| 30D | +14.2% | +14.7% | -0.5% | +10.9% |
| 3M | +3.2% | +11.1% | -7.9% | +0.4% |
| 6M | -7.4% | +45.6% | -53.0% | -15.6% |
| YTD | +1.5% | +17.1% | -15.6% | -4.2% |
| 1Y | +3.9% | +13.2% | -9.3% | -1.3% |
| 3Y | -5.5% | -22.2% | +16.7% | -4.0% |
| 5Y | +0.1% | -10.1% | +10.2% | -4.2% |
| All | +80.1% | +303.2% | -223.1% | +42.7% |
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