+54.2%
PPL vs CDW
+283.9%
-229.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.7% | +3.2% | -0.5% | +1.9% |
| 30D | +0.5% | +9.3% | -8.8% | -1.8% |
| 3M | +0.7% | +9.8% | -9.1% | -2.2% |
| 6M | -7.6% | +23.3% | -30.9% | -14.0% |
| YTD | +1.8% | +13.7% | -11.8% | -3.6% |
| 1Y | -0.8% | -6.5% | +5.7% | -1.4% |
| 3Y | +56.9% | -25.2% | +82.1% | +61.5% |
| 5Y | +39.5% | -19.5% | +59.0% | +37.0% |
| All | +54.2% | +283.9% | -229.8% | +8.4% |
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