+1,150.8%
PH vs CDW
+1,039.4%
+111.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | +6.9% | +2.6% | +4.3% | +5.6% |
| 30D | +1.7% | +20.4% | -18.7% | -7.8% |
| 3M | -8.1% | +28.5% | -36.6% | -20.2% |
| 6M | +11.5% | +70.6% | -59.1% | -18.6% |
| YTD | +11.4% | +29.1% | -17.7% | -9.4% |
| 1Y | +14.1% | +23.8% | -9.7% | -5.1% |
| 3Y | +138.2% | -14.5% | +152.7% | +136.4% |
| 5Y | +216.0% | -1.6% | +217.6% | +185.1% |
| 10Y | +710.0% | +322.0% | +387.9% | +283.6% |
| All | +1,150.8% | +1,039.4% | +111.4% | +395.9% |
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 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