+265.0%
CDW vs PNR
+66.6%
+198.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.9% |
| 7D | -7.4% | -5.5% | -1.9% | -4.6% |
| 30D | +5.8% | -15.6% | +21.4% | +15.5% |
| 3M | +10.8% | -20.2% | +31.0% | +23.7% |
| 6M | +21.5% | -36.6% | +58.1% | +51.3% |
| YTD | +6.4% | -45.0% | +51.3% | +42.2% |
| 1Y | -14.8% | -47.4% | +32.6% | +16.6% |
| 3Y | -29.9% | -13.7% | -16.2% | -28.3% |
| 5Y | -22.9% | -20.8% | -2.1% | -19.4% |
| All | +265.0% | +66.6% | +198.5% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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