-14.7%
CDW vs PNR
+15.6%
-30.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | +9.1% | -2.3% | +11.4% | +10.2% |
| 30D | +13.7% | +29.3% | -15.6% | +1.6% |
| 3M | +27.0% | +4.1% | +22.9% | +24.8% |
| 6M | +75.9% | -8.6% | +84.5% | +81.5% |
| YTD | +28.9% | -33.6% | +62.5% | +53.1% |
| 1Y | +19.6% | -36.4% | +56.0% | +45.2% |
| All | -14.7% | +15.6% | -30.3% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling