+50.7%
PFE vs CDW
+338.4%
-287.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -3.0% | +2.6% | -5.5% | -3.5% |
| 30D | +5.2% | +20.4% | -15.2% | +1.2% |
| 3M | +12.2% | +28.5% | -16.2% | +6.2% |
| 6M | +17.8% | +70.6% | -52.8% | +3.9% |
| YTD | +26.2% | +29.1% | -2.9% | +16.9% |
| 1Y | +23.2% | +23.8% | -0.6% | +15.2% |
| 3Y | +21.3% | -14.5% | +35.8% | +20.9% |
| 5Y | -23.1% | -1.6% | -21.5% | -27.6% |
| 10Y | +50.7% | +322.0% | -271.3% | +19.1% |
| All | +50.7% | +338.4% | -287.7% | +19.1% |
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 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