+116.1%
PG vs CDW
+300.6%
-184.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | +0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | +0.8% | +13.1% | -12.2% | -1.1% |
| 3M | -1.3% | +19.7% | -21.0% | -4.3% |
| 6M | -3.8% | +30.7% | -34.5% | -9.2% |
| YTD | +3.6% | +14.7% | -11.1% | -0.1% |
| 1Y | -5.7% | -5.3% | -0.4% | -6.2% |
| 3Y | +1.6% | -23.8% | +25.4% | +3.4% |
| 5Y | +14.6% | -16.8% | +31.4% | +12.5% |
| All | +116.1% | +300.6% | -184.4% | +61.9% |
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