-3.2%
CDW vs PTC
+62.5%
-65.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +9.1% | +0.8% | +8.2% | +8.7% |
| 30D | +13.7% | +1.2% | +12.5% | +13.2% |
| 3M | +27.0% | +32.6% | -5.6% | +11.2% |
| 6M | +75.9% | +36.1% | +39.8% | +50.9% |
| YTD | +28.9% | +12.7% | +16.2% | +20.9% |
| 1Y | +19.6% | +10.2% | +9.5% | +13.4% |
| 3Y | -14.6% | +29.4% | -44.1% | -27.5% |
| 5Y | -3.2% | +61.1% | -64.2% | -27.6% |
| All | -3.2% | +62.5% | -65.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling