+1,079.9%
PH vs CDW
+933.5%
+146.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.3% |
| 7D | +2.0% | +2.1% | -0.1% | +0.2% |
| 30D | -3.7% | +14.7% | -18.4% | -10.8% |
| 3M | -14.0% | +11.1% | -25.2% | -20.2% |
| 6M | +2.1% | +45.6% | -43.5% | -19.7% |
| YTD | +5.1% | +17.1% | -12.0% | -10.7% |
| 1Y | +10.9% | +13.2% | -2.2% | -4.0% |
| 3Y | +132.9% | -22.2% | +155.1% | +141.1% |
| 5Y | +200.1% | -10.1% | +210.2% | +181.8% |
| 10Y | +783.8% | +307.0% | +476.8% | +328.2% |
| All | +1,079.9% | +933.5% | +146.4% | +388.8% |
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