-2.5%
CDW vs PCOR
-30.9%
+28.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.1% |
| 7D | +3.2% | -9.0% | +12.1% | +5.6% |
| 30D | +9.3% | +4.2% | +5.1% | +8.0% |
| 3M | +9.8% | +14.4% | -4.6% | +5.5% |
| 6M | +23.3% | +0.2% | +23.2% | +21.7% |
| YTD | +13.7% | -20.3% | +33.9% | +17.8% |
| 1Y | -6.5% | -16.1% | +9.7% | -4.6% |
| 3Y | -25.2% | -14.7% | -10.5% | -26.0% |
| 5Y | -19.5% | -43.2% | +23.7% | -21.8% |
| All | -2.5% | -30.9% | +28.5% | -4.4% |
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