+269.4%
CDW vs PFGC
+287.3%
-17.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -4.2% | -3.7% | -0.5% | -3.2% |
| 30D | +4.9% | -16.0% | +20.8% | +9.7% |
| 3M | +7.3% | -4.1% | +11.4% | +8.4% |
| 6M | +19.2% | +8.7% | +10.5% | +15.5% |
| YTD | +6.2% | +6.4% | -0.2% | +2.7% |
| 1Y | -14.0% | -8.4% | -5.6% | -13.4% |
| 3Y | -30.0% | +61.8% | -91.7% | -40.3% |
| 5Y | -23.6% | +108.7% | -132.3% | -40.7% |
| 10Y | +269.4% | +298.1% | -28.7% | +140.4% |
| All | +269.4% | +287.3% | -17.9% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling