+302.2%
CDW vs PFG
+186.8%
+115.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.8% |
| 7D | +2.6% | -2.2% | +4.8% | +3.8% |
| 30D | +20.4% | +6.4% | +14.0% | +17.0% |
| 3M | +28.5% | +2.2% | +26.2% | +27.2% |
| 6M | +70.6% | +16.3% | +54.3% | +57.9% |
| YTD | +29.1% | +33.2% | -4.2% | +11.0% |
| 1Y | +23.8% | +40.6% | -16.8% | +3.6% |
| 3Y | -14.5% | +83.3% | -97.8% | -38.2% |
| 5Y | -1.6% | +97.7% | -99.3% | -33.0% |
| All | +302.2% | +186.8% | +115.4% | +100.4% |
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