+1,137.5%
PH vs CDW
+903.1%
+234.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -3.1% | +3.2% | -6.2% | -4.5% |
| 30D | -3.2% | +9.3% | -12.5% | -7.8% |
| 3M | +10.6% | +9.8% | +0.8% | +3.5% |
| 6M | -2.1% | +23.3% | -25.5% | -17.2% |
| YTD | +10.2% | +13.7% | -3.5% | -3.2% |
| 1Y | +28.2% | -6.5% | +34.7% | +24.3% |
| 3Y | +134.9% | -25.2% | +160.1% | +152.8% |
| 5Y | +253.6% | -19.5% | +273.1% | +257.7% |
| 10Y | +804.7% | +285.8% | +518.9% | +356.1% |
| All | +1,137.5% | +903.1% | +234.4% | +429.4% |
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