+117.3%
PCAR vs CDW
-1.8%
+119.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.8% |
| 7D | +2.2% | +2.6% | -0.4% | +1.4% |
| 30D | +0.3% | +20.4% | -20.1% | -5.4% |
| 3M | -17.9% | +28.5% | -46.4% | -24.6% |
| 6M | -3.4% | +70.6% | -74.0% | -20.7% |
| YTD | -0.1% | +29.1% | -29.2% | -11.3% |
| 1Y | +13.4% | +23.8% | -10.4% | +2.5% |
| 3Y | +37.2% | -14.5% | +51.7% | +40.6% |
| 5Y | +117.3% | -1.6% | +118.9% | +98.7% |
| All | +117.3% | -1.8% | +119.1% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling