+327.0%
CDW vs PFGC
+419.1%
-92.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.8% |
| 3M | +9.8% | +5.0% | +4.8% | +8.2% |
| 6M | +23.3% | +8.6% | +14.7% | +19.6% |
| YTD | +13.7% | +9.7% | +4.0% | +9.1% |
| 1Y | -6.5% | -6.3% | -0.2% | -6.3% |
| 3Y | -25.2% | +58.2% | -83.5% | -35.5% |
| 5Y | -19.5% | +110.4% | -129.9% | -37.0% |
| 10Y | +285.8% | +272.8% | +13.1% | +153.3% |
| All | +327.0% | +419.1% | -92.1% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling