+4.1%
PEP vs CDW
-2.2%
+6.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | +13.6% | +20.4% | -6.8% | +11.2% |
| 3M | +5.1% | +28.5% | -23.4% | +1.9% |
| 6M | -1.6% | +70.6% | -72.2% | -8.3% |
| YTD | +3.3% | +29.1% | -25.7% | -0.9% |
| 1Y | +3.2% | +23.8% | -20.6% | -0.4% |
| 3Y | -3.9% | -14.5% | +10.6% | -3.3% |
| All | +4.1% | -2.2% | +6.3% | -1.7% |
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 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