+19.6%
CDW vs PFG
+38.8%
-19.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.7% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +13.7% | +5.0% | +8.7% | +11.7% |
| 3M | +27.0% | +0.1% | +27.0% | +27.5% |
| 6M | +75.9% | +13.8% | +62.1% | +66.3% |
| YTD | +28.9% | +31.2% | -2.4% | +11.7% |
| 1Y | +19.6% | +37.1% | -17.4% | +1.2% |
| All | +19.6% | +38.8% | -19.2% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling