+319.5%
CDW vs PFGC
+360.0%
-40.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.9% | +3.8% |
| 7D | +9.3% | +10.8% | -1.5% | +6.4% |
| 30D | +15.8% | +17.8% | -2.0% | +10.7% |
| 3M | +21.8% | -2.7% | +24.5% | +22.3% |
| 6M | +58.8% | +20.0% | +38.7% | +50.6% |
| YTD | +22.8% | +24.3% | -1.5% | +13.6% |
| 1Y | +17.9% | +13.2% | +4.7% | +12.0% |
| 3Y | -17.4% | +85.9% | -103.3% | -32.2% |
| 5Y | -5.7% | +141.0% | -146.8% | -29.5% |
| 10Y | +319.5% | +370.6% | -51.1% | +166.4% |
| All | +319.5% | +360.0% | -40.5% | +166.4% |
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 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