-25.0%
CDW vs PTC
-3.9%
-21.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.4% |
| 3M | +9.8% | +1.6% | +8.2% | +8.2% |
| 6M | +23.3% | -13.5% | +36.8% | +31.6% |
| YTD | +13.7% | -19.1% | +32.7% | +25.1% |
| 1Y | -6.5% | -33.9% | +27.4% | +13.7% |
| All | -25.0% | -3.9% | -21.2% | -29.4% |
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