+60.2%
PPL vs CDW
+303.2%
-242.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.4% | +2.1% | -1.7% | -0.3% |
| 30D | +5.4% | +14.7% | -9.3% | +2.0% |
| 3M | +4.3% | +11.1% | -6.8% | +1.0% |
| 6M | -1.3% | +45.6% | -46.9% | -11.3% |
| YTD | +4.7% | +17.1% | -12.4% | -2.0% |
| 1Y | +1.3% | +13.2% | -11.9% | -4.5% |
| 3Y | +57.2% | -22.2% | +79.4% | +59.4% |
| 5Y | +48.2% | -10.1% | +58.4% | +40.0% |
| All | +60.2% | +303.2% | -242.9% | +22.9% |
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