+125.6%
PPL vs CDW
+903.1%
-777.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.7% | +3.2% | -0.5% | +2.0% |
| 30D | +0.5% | +9.3% | -8.8% | -1.7% |
| 3M | +0.7% | +9.8% | -9.1% | -2.1% |
| 6M | -7.6% | +23.3% | -30.9% | -13.6% |
| YTD | +1.8% | +13.7% | -11.8% | -3.3% |
| 1Y | -0.8% | -6.5% | +5.7% | -1.5% |
| 3Y | +56.9% | -25.2% | +82.1% | +61.1% |
| 5Y | +39.5% | -19.5% | +59.0% | +37.4% |
| 10Y | +55.4% | +285.8% | -230.4% | +9.1% |
| All | +125.6% | +903.1% | -777.5% | +46.0% |
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