+37.3%
PCAR vs CDW
-18.4%
+55.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.2% | +2.5% |
| 7D | +2.9% | +9.3% | -6.4% | +0.7% |
| 30D | -2.1% | +15.8% | -17.9% | -5.7% |
| 3M | -20.4% | +21.8% | -42.1% | -24.5% |
| 6M | -7.0% | +58.8% | -65.7% | -19.2% |
| YTD | -2.6% | +22.8% | -25.4% | -10.2% |
| 1Y | +9.8% | +17.9% | -8.1% | +3.0% |
| 3Y | +37.3% | -17.4% | +54.7% | +35.7% |
| All | +37.3% | -18.4% | +55.6% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling