+985.1%
CDW vs PNR
+121.8%
+863.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +9.3% | +0.3% | +9.1% | +9.2% |
| 30D | +14.4% | +31.7% | -17.4% | -0.5% |
| 3M | +21.4% | +2.6% | +18.8% | +19.2% |
| 6M | +72.8% | -6.4% | +79.2% | +76.0% |
| YTD | +28.0% | -33.4% | +61.5% | +52.1% |
| 1Y | +19.3% | -35.1% | +54.4% | +43.5% |
| 3Y | -15.3% | +17.1% | -32.4% | -25.3% |
| 5Y | -3.8% | -3.5% | -0.2% | -8.9% |
| 10Y | +318.5% | +100.2% | +218.4% | +170.3% |
| All | +985.1% | +121.8% | +863.2% | +548.4% |
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