+232.4%
PM vs CDW
+303.2%
-70.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.2% | +2.1% | -7.3% | -5.6% |
| 30D | +2.7% | +14.7% | -12.1% | +0.2% |
| 3M | +6.1% | +11.1% | -5.0% | +3.7% |
| 6M | +18.0% | +45.6% | -27.6% | +8.9% |
| YTD | +26.6% | +17.1% | +9.5% | +20.4% |
| 1Y | +36.7% | +13.2% | +23.5% | +30.8% |
| 3Y | +146.0% | -22.2% | +168.2% | +148.5% |
| 5Y | +164.1% | -10.1% | +174.2% | +149.9% |
| All | +232.4% | +303.2% | -70.8% | +146.8% |
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 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