+331.5%
CDW vs PTC
+315.4%
+16.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | +13.1% | +1.3% | +11.8% | +12.5% |
| 30D | +19.1% | +1.1% | +18.0% | +18.6% |
| 3M | +24.7% | +30.1% | -5.4% | +8.7% |
| 6M | +63.4% | +34.0% | +29.3% | +39.1% |
| YTD | +26.3% | +12.8% | +13.5% | +16.0% |
| 1Y | +20.6% | +10.7% | +9.8% | +11.6% |
| 3Y | -16.3% | +29.6% | -46.0% | -29.3% |
| 5Y | -3.9% | +63.5% | -67.5% | -28.4% |
| 10Y | +331.5% | +316.7% | +14.8% | +110.5% |
| All | +331.5% | +315.4% | +16.1% | +110.5% |
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