+278.2%
PCAR vs CDW
+329.6%
-51.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.8% |
| 7D | +3.8% | +13.1% | -9.3% | -0.9% |
| 30D | -2.0% | +19.1% | -21.1% | -8.4% |
| 3M | -19.1% | +24.7% | -43.8% | -26.2% |
| 6M | -6.8% | +63.4% | -70.2% | -24.8% |
| YTD | -2.5% | +26.3% | -28.8% | -14.9% |
| 1Y | +9.7% | +20.6% | -10.9% | -2.5% |
| 3Y | +34.0% | -16.3% | +50.3% | +35.9% |
| 5Y | +113.3% | -3.9% | +117.3% | +99.4% |
| 10Y | +278.2% | +331.5% | -53.3% | +110.8% |
| All | +278.2% | +329.6% | -51.4% | +110.8% |
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