+737.3%
PH vs CDW
+325.6%
+411.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +2.0% |
| 7D | +3.0% | +9.3% | -6.3% | -2.0% |
| 30D | -0.6% | +15.8% | -16.4% | -8.6% |
| 3M | -10.7% | +21.8% | -32.5% | -21.0% |
| 6M | +9.1% | +58.8% | -49.7% | -19.1% |
| YTD | +9.5% | +22.8% | -13.3% | -9.9% |
| 1Y | +14.0% | +17.9% | -3.9% | -4.0% |
| 3Y | +138.9% | -17.4% | +156.3% | +140.9% |
| 5Y | +209.1% | -5.7% | +214.9% | +180.7% |
| 10Y | +737.3% | +319.5% | +417.8% | +305.3% |
| All | +737.3% | +325.6% | +411.7% | +305.3% |
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