+4.7%
PEP vs CDW
-19.1%
+23.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.4% | +3.2% | -4.6% | -1.7% |
| 30D | +0.2% | +9.3% | -9.1% | -0.8% |
| 3M | -1.1% | +9.8% | -10.9% | -2.4% |
| 6M | -13.5% | +23.3% | -36.8% | -16.5% |
| YTD | -1.2% | +13.7% | -14.8% | -3.6% |
| 1Y | -1.6% | -6.5% | +4.9% | -1.2% |
| 3Y | -12.5% | -25.2% | +12.7% | -10.5% |
| All | +4.7% | -19.1% | +23.9% | +3.7% |
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