+117.4%
PM vs CDW
-19.1%
+136.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -4.9% | +3.2% | -8.1% | -5.0% |
| 30D | -3.4% | +9.3% | -12.7% | -3.7% |
| 3M | +5.2% | +9.8% | -4.6% | +4.6% |
| 6M | +3.7% | +23.3% | -19.6% | +2.4% |
| YTD | +15.8% | +13.7% | +2.1% | +14.8% |
| 1Y | +17.4% | -6.5% | +23.8% | +17.9% |
| 3Y | +116.9% | -25.2% | +142.2% | +118.7% |
| All | +117.4% | -19.1% | +136.5% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling