+283.4%
CDW vs PTC
+223.7%
+59.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +1.7% |
| 7D | +3.2% | -10.3% | +13.4% | +8.2% |
| 30D | +9.3% | +1.1% | +8.1% | +8.5% |
| 3M | +9.8% | +1.6% | +8.2% | +7.7% |
| 6M | +23.3% | -13.5% | +36.8% | +29.9% |
| YTD | +13.7% | -19.1% | +32.7% | +23.3% |
| 1Y | -6.5% | -33.9% | +27.4% | +11.0% |
| 3Y | -25.2% | -3.9% | -21.3% | -26.5% |
| 5Y | -19.5% | +6.0% | -25.5% | -26.1% |
| All | +283.4% | +223.7% | +59.8% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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