-20.7%
PFE vs CDW
-19.1%
-1.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +1.8% | +3.2% | -1.4% | +1.3% |
| 30D | +10.2% | +9.3% | +0.9% | +8.8% |
| 3M | +12.7% | +9.8% | +2.9% | +10.8% |
| 6M | +10.5% | +23.3% | -12.8% | +5.8% |
| YTD | +20.2% | +13.7% | +6.5% | +16.4% |
| 1Y | +24.1% | -6.5% | +30.5% | +24.1% |
| 3Y | -3.6% | -25.2% | +21.7% | -1.9% |
| All | -20.7% | -19.1% | -1.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling