+368.3%
PCAR vs CDW
+942.7%
-574.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.6% | +0.6% |
| 7D | +2.2% | -4.1% | +6.3% | +3.3% |
| 30D | -4.4% | +16.7% | -21.2% | -10.0% |
| 3M | -21.4% | +13.6% | -35.0% | -26.0% |
| 6M | -7.3% | +17.0% | -24.4% | -16.1% |
| YTD | -3.8% | +18.1% | -21.9% | -14.0% |
| 1Y | +6.3% | +10.5% | -4.2% | -2.3% |
| 3Y | +34.4% | -20.9% | +55.3% | +38.5% |
| 5Y | +109.2% | -9.3% | +118.5% | +99.8% |
| 10Y | +312.9% | +310.6% | +2.3% | +115.7% |
| All | +368.3% | +942.7% | -574.3% | +108.1% |
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