+323.6%
PM vs CDW
+933.5%
-610.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.2% | +2.1% | -7.3% | -5.6% |
| 30D | +2.7% | +14.7% | -12.1% | +0.1% |
| 3M | +5.2% | +11.1% | -5.9% | +2.7% |
| 6M | +17.0% | +45.6% | -28.6% | +7.8% |
| YTD | +25.5% | +17.1% | +8.4% | +19.2% |
| 1Y | +35.5% | +13.2% | +22.4% | +29.5% |
| 3Y | +143.9% | -22.2% | +166.1% | +145.9% |
| 5Y | +161.8% | -10.1% | +172.0% | +148.7% |
| 10Y | +235.9% | +307.0% | -71.0% | +123.1% |
| All | +323.6% | +933.5% | -610.0% | +152.1% |
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 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