+863.2%
CDW vs PNR
+94.6%
+768.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +3.2% | -2.4% | +5.5% | +4.3% |
| 30D | +9.3% | -12.8% | +22.0% | +16.6% |
| 3M | +9.8% | -17.0% | +26.8% | +19.2% |
| 6M | +23.3% | -37.4% | +60.8% | +52.3% |
| YTD | +13.7% | -41.6% | +55.3% | +44.6% |
| 1Y | -6.5% | -44.6% | +38.1% | +22.0% |
| 3Y | -25.2% | -12.1% | -13.1% | -23.9% |
| 5Y | -19.5% | -17.4% | -2.1% | -17.5% |
| 10Y | +285.8% | +64.0% | +221.8% | +172.3% |
| All | +863.2% | +94.6% | +768.7% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling