+458.9%
PCAR vs CDW
+903.1%
-444.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.5% | +3.2% | -3.7% | -1.7% |
| 30D | -6.2% | +9.3% | -15.5% | -9.6% |
| 3M | +5.9% | +9.8% | -3.9% | +1.1% |
| 6M | +0.4% | +23.3% | -22.9% | -10.7% |
| YTD | +14.8% | +13.7% | +1.2% | +5.0% |
| 1Y | +30.1% | -6.5% | +36.6% | +28.5% |
| 3Y | +66.7% | -25.2% | +91.9% | +77.0% |
| 5Y | +166.1% | -19.5% | +185.6% | +168.2% |
| 10Y | +353.7% | +285.8% | +67.9% | +144.3% |
| All | +458.9% | +903.1% | -444.2% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling