+58.1%
PPL vs CDW
-21.1%
+79.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +0.8% |
| 7D | +1.0% | -4.1% | +5.2% | +1.1% |
| 30D | +6.8% | +16.7% | -9.9% | +6.7% |
| 3M | +3.9% | +13.6% | -9.7% | +3.7% |
| 6M | -2.0% | +17.0% | -19.1% | -2.3% |
| YTD | +5.3% | +18.1% | -12.9% | +4.9% |
| 1Y | +2.2% | +10.5% | -8.3% | +2.1% |
| All | +58.1% | -21.1% | +79.2% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling