+274.9%
CDW vs PFGC
+292.0%
-17.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.7% |
| 7D | -3.9% | -2.4% | -1.4% | -3.2% |
| 30D | +6.9% | -15.8% | +22.7% | +11.8% |
| 3M | +7.7% | -0.6% | +8.3% | +7.8% |
| 6M | +18.3% | +10.7% | +7.7% | +14.1% |
| YTD | +7.8% | +7.6% | +0.1% | +3.9% |
| 1Y | -12.2% | -7.8% | -4.4% | -11.6% |
| 3Y | -28.9% | +63.7% | -92.7% | -39.6% |
| 5Y | -22.8% | +112.3% | -135.0% | -40.3% |
| All | +274.9% | +292.0% | -17.2% | +143.2% |
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