-25.0%
CDW vs PFG
+67.7%
-92.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | +3.2% | +5.5% | -2.4% | +0.2% |
| 30D | +9.3% | +2.4% | +6.9% | +7.9% |
| 3M | +9.8% | +13.6% | -3.8% | +2.4% |
| 6M | +23.3% | +27.9% | -4.5% | +7.6% |
| YTD | +13.7% | +35.6% | -21.9% | -4.1% |
| 1Y | -6.5% | +48.5% | -54.9% | -25.1% |
| All | -25.0% | +67.7% | -92.7% | -45.3% |
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