+165.8%
PM vs CDW
-10.5%
+176.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | -5.2% | +2.1% | -7.3% | -5.3% |
| 30D | +2.7% | +14.7% | -12.1% | +2.3% |
| 3M | +5.2% | +11.1% | -5.9% | +4.9% |
| 6M | +17.0% | +45.6% | -28.6% | +15.3% |
| YTD | +25.5% | +17.1% | +8.4% | +24.5% |
| 1Y | +35.5% | +13.2% | +22.4% | +34.7% |
| 3Y | +143.9% | -22.2% | +166.1% | +145.1% |
| All | +165.8% | -10.5% | +176.3% | +149.7% |
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