-19.6%
PCG vs CDW
+16.9%
-36.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | +1.3% |
| 7D | -1.1% | +9.3% | -10.4% | -1.0% |
| 30D | +0.1% | +15.8% | -15.7% | +0.1% |
| 3M | -24.4% | +21.8% | -46.2% | -24.6% |
| 6M | -17.7% | +58.8% | -76.4% | -19.4% |
| YTD | -17.4% | +22.8% | -40.2% | -19.5% |
| All | -19.6% | +16.9% | -36.5% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling