+9.5%
PCAR vs CDW
+16.9%
-7.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.2% | +3.3% |
| 7D | +2.9% | +9.3% | -6.4% | +2.2% |
| 30D | -2.1% | +15.8% | -17.9% | -3.2% |
| 3M | -20.4% | +21.8% | -42.1% | -21.4% |
| 6M | -7.0% | +58.8% | -65.7% | -9.2% |
| YTD | -2.6% | +22.8% | -25.4% | -3.1% |
| All | +9.5% | +16.9% | -7.5% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling