-21.0%
PCG vs CDW
-21.8%
+0.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.6% | +2.1% | -3.7% | -1.8% |
| 30D | +1.4% | +14.7% | -13.3% | +0.3% |
| 3M | -23.4% | +11.1% | -34.5% | -24.3% |
| 6M | -19.4% | +45.6% | -65.0% | -23.3% |
| YTD | -18.5% | +17.1% | -35.6% | -20.7% |
| 1Y | -19.5% | +13.2% | -32.7% | -21.4% |
| 3Y | -21.0% | -22.2% | +1.2% | -26.4% |
| All | -21.0% | -21.8% | +0.8% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling