-16.3%
CDW vs PTC
+31.6%
-48.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | +13.1% | +1.3% | +11.8% | +12.7% |
| 30D | +19.1% | +1.1% | +18.0% | +18.7% |
| 3M | +24.7% | +30.1% | -5.4% | +12.6% |
| 6M | +63.4% | +34.0% | +29.3% | +45.3% |
| YTD | +26.3% | +12.8% | +13.5% | +22.0% |
| 1Y | +20.6% | +10.7% | +9.8% | +17.4% |
| 3Y | -16.3% | +29.6% | -46.0% | -31.3% |
| All | -16.3% | +31.6% | -48.0% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling