+298.9%
CDW vs PFGC
+351.0%
-52.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +9.3% | +3.4% | +5.9% | +8.3% |
| 30D | +14.4% | +16.9% | -2.6% | +9.6% |
| 3M | +21.4% | +6.4% | +15.0% | +19.1% |
| 6M | +72.8% | +16.0% | +56.8% | +65.4% |
| YTD | +28.0% | +23.6% | +4.4% | +18.6% |
| 1Y | +19.3% | +16.6% | +2.7% | +12.4% |
| 3Y | -15.3% | +82.3% | -97.6% | -30.1% |
| 5Y | -3.8% | +138.7% | -142.5% | -27.9% |
| All | +298.9% | +351.0% | -52.1% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling