-22.2%
CDW vs PCOR
+43.8%
-66.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.1% | +22.7% | -20.6% | -4.6% |
| 30D | +14.7% | +37.5% | -22.7% | +3.4% |
| 3M | +11.1% | +35.2% | -24.1% | +0.2% |
| 6M | +45.6% | +42.2% | +3.3% | +28.3% |
| YTD | +17.1% | +3.6% | +13.5% | +12.1% |
| 1Y | +13.2% | -4.8% | +17.9% | +11.1% |
| 3Y | -22.2% | +48.3% | -70.5% | -33.1% |
| All | -22.2% | +43.8% | -66.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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