+138.3%
PH vs CDW
-14.3%
+152.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | +6.9% | +2.6% | +4.3% | +6.3% |
| 30D | +1.7% | +20.4% | -18.7% | -2.6% |
| 3M | -8.1% | +28.5% | -36.6% | -13.8% |
| 6M | +11.5% | +70.6% | -59.1% | -5.8% |
| YTD | +11.4% | +29.1% | -17.7% | +1.2% |
| 1Y | +14.1% | +23.8% | -9.7% | +5.7% |
| All | +138.3% | -14.3% | +152.6% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling