+162.7%
PEP vs CDW
+1,014.9%
-852.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | +4.6% | +13.1% | -8.5% | +2.0% |
| 30D | +14.0% | +19.1% | -5.1% | +9.9% |
| 3M | +5.4% | +24.7% | -19.3% | +0.2% |
| 6M | -5.1% | +63.4% | -68.5% | -15.5% |
| YTD | +3.1% | +26.3% | -23.2% | -4.1% |
| 1Y | +4.8% | +20.6% | -15.8% | -1.6% |
| 3Y | -4.1% | -16.3% | +12.2% | -4.1% |
| 5Y | +3.0% | -3.9% | +6.9% | -2.5% |
| 10Y | +89.6% | +331.5% | -241.9% | +27.0% |
| All | +162.7% | +1,014.9% | -852.2% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling