-15.3%
CDW vs PFG
+82.7%
-98.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +9.3% | +2.4% | +7.0% | +7.9% |
| 30D | +14.4% | +5.9% | +8.5% | +11.3% |
| 3M | +21.4% | -0.4% | +21.9% | +21.9% |
| 6M | +72.8% | +14.8% | +58.0% | +60.4% |
| YTD | +28.0% | +31.9% | -3.9% | +9.6% |
| 1Y | +19.3% | +38.8% | -19.5% | -0.7% |
| 3Y | -15.3% | +82.4% | -97.7% | -39.3% |
| All | -15.3% | +82.7% | -98.0% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling