+60.6%
PFE vs CDW
+303.2%
-242.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -3.7% | +2.1% | -5.8% | -4.2% |
| 30D | +5.0% | +14.7% | -9.8% | +1.9% |
| 3M | +12.2% | +11.1% | +1.1% | +9.2% |
| 6M | +14.6% | +45.6% | -31.0% | +4.4% |
| YTD | +24.1% | +17.1% | +7.0% | +17.3% |
| 1Y | +26.6% | +13.2% | +13.4% | +20.5% |
| 3Y | +14.3% | -22.2% | +36.5% | +16.1% |
| 5Y | -21.9% | -10.1% | -11.8% | -25.2% |
| All | +60.6% | +303.2% | -242.6% | +36.5% |
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