+167.4%
PG vs CDW
+837.2%
-669.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.8% |
| 7D | -3.4% | -4.2% | +0.9% | -2.8% |
| 30D | -2.6% | +4.9% | -7.4% | -3.4% |
| 3M | -3.3% | +7.3% | -10.6% | -4.8% |
| 6M | -6.7% | +19.2% | -25.9% | -10.7% |
| YTD | +1.7% | +6.2% | -4.4% | -0.8% |
| 1Y | -7.9% | -14.0% | +6.1% | -7.1% |
| 3Y | +0.9% | -30.0% | +30.9% | +4.0% |
| 5Y | +12.6% | -23.6% | +36.2% | +12.2% |
| 10Y | +117.2% | +269.4% | -152.2% | +59.4% |
| All | +167.4% | +837.2% | -669.9% | +84.2% |
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