+1.4%
CDW vs PCOR
-10.0%
+11.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -4.1% | +23.7% | -27.8% | -9.4% |
| 30D | +16.7% | +39.0% | -22.2% | +7.1% |
| 3M | +13.6% | +35.8% | -22.2% | +4.4% |
| 6M | +17.0% | +38.2% | -21.2% | +6.7% |
| YTD | +18.1% | +3.9% | +14.2% | +13.9% |
| 1Y | +10.5% | +5.7% | +4.8% | +5.8% |
| 3Y | -20.9% | +44.8% | -65.7% | -30.7% |
| 5Y | -9.3% | -19.8% | +10.5% | -17.8% |
| All | +1.4% | -10.0% | +11.4% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling