+19.5%
PFE vs CDW
+19.9%
-0.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -1.7% | +9.3% | -11.0% | -2.3% |
| 30D | +0.3% | +14.4% | -14.0% | -0.5% |
| 3M | +9.4% | +21.4% | -12.0% | +8.0% |
| 6M | +14.9% | +72.8% | -57.9% | +9.9% |
| YTD | +23.8% | +28.0% | -4.2% | +20.7% |
| 1Y | +19.5% | +19.3% | +0.2% | +20.1% |
| All | +19.5% | +19.9% | -0.4% | +20.1% |
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 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