+319.5%
CDW vs PFG
+203.0%
+116.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +2.8% |
| 7D | +9.3% | +2.3% | +7.0% | +8.4% |
| 30D | +15.8% | +7.6% | +8.2% | +11.9% |
| 3M | +21.8% | +2.5% | +19.3% | +20.4% |
| 6M | +58.8% | +16.6% | +42.2% | +46.8% |
| YTD | +22.8% | +34.1% | -11.3% | +5.3% |
| 1Y | +17.9% | +44.1% | -26.1% | -2.5% |
| 3Y | -17.4% | +86.3% | -103.7% | -40.8% |
| 5Y | -5.7% | +101.6% | -107.3% | -36.3% |
| 10Y | +319.5% | +197.9% | +121.6% | +117.4% |
| All | +319.5% | +203.0% | +116.5% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling