-22.8%
CDW vs PNR
-17.7%
-5.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.5% | -3.9% |
| 7D | -3.9% | -3.0% | -0.8% | -2.4% |
| 30D | +6.9% | -14.9% | +21.8% | +15.5% |
| 3M | +7.7% | -19.0% | +26.7% | +18.4% |
| 6M | +18.3% | -35.9% | +54.2% | +44.8% |
| YTD | +7.8% | -43.1% | +50.9% | +39.6% |
| 1Y | -12.2% | -46.4% | +34.2% | +17.2% |
| 3Y | -28.9% | -10.8% | -18.1% | -29.0% |
| 5Y | -22.8% | -18.9% | -3.9% | -19.5% |
| All | -22.8% | -17.7% | -5.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling