+6.3%
PCAR vs CDW
+10.0%
-3.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +0.1% | +2.1% | -2.0% | -0.1% |
| 30D | -4.6% | +14.7% | -19.3% | -5.4% |
| 3M | -22.6% | +11.1% | -33.7% | -23.1% |
| 6M | -12.0% | +45.6% | -57.5% | -13.5% |
| YTD | -6.1% | +17.1% | -23.2% | -6.2% |
| 1Y | +6.3% | +13.2% | -6.8% | +8.2% |
| All | +6.3% | +10.0% | -3.7% | +8.2% |
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