+290.7%
PM vs CDW
+903.1%
-612.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -4.9% | +3.2% | -8.1% | -5.4% |
| 30D | -3.4% | +9.3% | -12.7% | -5.1% |
| 3M | +5.2% | +9.8% | -4.6% | +2.8% |
| 6M | +3.7% | +23.3% | -19.6% | -1.9% |
| YTD | +15.8% | +13.7% | +2.1% | +11.0% |
| 1Y | +17.4% | -6.5% | +23.8% | +16.8% |
| 3Y | +116.9% | -25.2% | +142.2% | +121.2% |
| 5Y | +117.3% | -19.5% | +136.8% | +113.0% |
| 10Y | +193.8% | +285.8% | -92.1% | +97.8% |
| All | +290.7% | +903.1% | -612.4% | +134.7% |
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 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