+293.0%
PCAR vs CDW
+325.6%
-32.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.2% | +2.0% |
| 7D | +2.9% | +9.3% | -6.4% | -0.5% |
| 30D | -2.1% | +15.8% | -17.9% | -7.6% |
| 3M | -20.4% | +21.8% | -42.1% | -26.8% |
| 6M | -7.0% | +58.8% | -65.7% | -24.1% |
| YTD | -2.6% | +22.8% | -25.4% | -14.2% |
| 1Y | +9.8% | +17.9% | -8.1% | -1.6% |
| 3Y | +37.3% | -17.4% | +54.7% | +39.8% |
| 5Y | +116.4% | -5.7% | +122.2% | +103.6% |
| 10Y | +293.0% | +319.5% | -26.5% | +130.5% |
| All | +293.0% | +325.6% | -32.7% | +130.5% |
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