-76.0%
PCG vs CDW
+283.9%
-359.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | -13.9% | +3.2% | -17.0% | -15.0% |
| 30D | -16.9% | +9.3% | -26.1% | -20.1% |
| 3M | -14.7% | +9.8% | -24.5% | -19.1% |
| 6M | -23.8% | +23.3% | -47.2% | -32.9% |
| YTD | -10.5% | +13.7% | -24.2% | -18.7% |
| 1Y | -5.1% | -6.5% | +1.4% | -6.7% |
| 3Y | -11.6% | -25.2% | +13.6% | -7.9% |
| 5Y | +59.0% | -19.5% | +78.5% | +53.7% |
| All | -76.0% | +283.9% | -359.9% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling