-64.8%
PCG vs CDW
+942.7%
-1,007.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.9% | +0.7% |
| 7D | 0.0% | -4.1% | +4.1% | +0.9% |
| 30D | +5.8% | +16.7% | -10.9% | +0.1% |
| 3M | -22.8% | +13.6% | -36.4% | -27.2% |
| 6M | -18.4% | +17.0% | -35.4% | -25.9% |
| YTD | -16.9% | +18.1% | -35.0% | -25.3% |
| 1Y | -17.6% | +10.5% | -28.1% | -24.2% |
| 3Y | -20.0% | -20.9% | +0.9% | -19.3% |
| 5Y | +16.0% | -9.3% | +25.3% | +7.1% |
| 10Y | -76.7% | +310.6% | -387.3% | -85.8% |
| All | -64.8% | +942.7% | -1,007.5% | -80.2% |
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 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