-18.9%
CDW vs PFGC
+111.4%
-130.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.2% | -2.2% | +5.4% | +3.8% |
| 30D | +9.3% | -11.9% | +21.2% | +13.1% |
| 3M | +9.8% | +5.0% | +4.8% | +8.1% |
| 6M | +23.3% | +8.6% | +14.7% | +19.4% |
| YTD | +13.7% | +9.7% | +4.0% | +8.5% |
| 1Y | -6.5% | -6.3% | -0.2% | -5.6% |
| 3Y | -25.2% | +58.2% | -83.5% | -37.8% |
| All | -18.9% | +111.4% | -130.3% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling