+892.4%
CDW vs PFG
+367.7%
+524.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | 0.0% |
| 7D | +2.1% | -0.6% | +2.7% | +2.6% |
| 30D | +14.7% | +2.0% | +12.7% | +13.9% |
| 3M | +11.1% | -3.2% | +14.3% | +13.0% |
| 6M | +45.6% | +10.9% | +34.7% | +38.3% |
| YTD | +17.1% | +28.8% | -11.8% | +3.1% |
| 1Y | +13.2% | +39.2% | -26.0% | -4.1% |
| 3Y | -22.2% | +75.0% | -97.2% | -41.6% |
| 5Y | -10.1% | +91.9% | -102.1% | -36.7% |
| 10Y | +307.0% | +202.3% | +104.7% | +112.3% |
| All | +892.4% | +367.7% | +524.8% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling