+294.0%
PCAR vs CDW
+303.2%
-9.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | +0.1% | +2.1% | -2.0% | -0.9% |
| 30D | -4.6% | +14.7% | -19.3% | -9.6% |
| 3M | -22.6% | +11.1% | -33.7% | -26.5% |
| 6M | -12.0% | +45.6% | -57.5% | -25.9% |
| YTD | -6.1% | +17.1% | -23.2% | -15.9% |
| 1Y | +6.3% | +13.2% | -6.8% | -3.3% |
| 3Y | +31.8% | -22.2% | +54.0% | +37.2% |
| 5Y | +104.2% | -10.1% | +114.3% | +95.3% |
| All | +294.0% | +303.2% | -9.2% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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