+298.9%
CDW vs PTC
+312.5%
-13.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +9.3% | +0.5% | +8.9% | +9.1% |
| 30D | +14.4% | +1.2% | +13.1% | +13.8% |
| 3M | +21.4% | +27.4% | -5.9% | +6.8% |
| 6M | +72.8% | +39.2% | +33.6% | +44.7% |
| YTD | +28.0% | +12.5% | +15.5% | +17.7% |
| 1Y | +19.3% | +12.3% | +7.1% | +9.8% |
| 3Y | -15.3% | +28.8% | -44.1% | -28.2% |
| 5Y | -3.8% | +60.9% | -64.7% | -27.8% |
| All | +298.9% | +312.5% | -13.6% | +95.7% |
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