+96.6%
PFE vs CDW
+942.7%
-846.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.1% | +3.2% | -1.8% |
| 7D | -0.2% | -4.1% | +3.9% | +0.4% |
| 30D | +8.7% | +16.7% | -8.1% | +5.1% |
| 3M | +15.8% | +13.6% | +2.2% | +12.1% |
| 6M | +16.8% | +17.0% | -0.2% | +10.8% |
| YTD | +26.2% | +18.1% | +8.1% | +19.0% |
| 1Y | +29.9% | +10.5% | +19.5% | +24.3% |
| 3Y | +15.9% | -20.9% | +36.8% | +17.2% |
| 5Y | -20.6% | -9.3% | -11.3% | -23.9% |
| 10Y | +65.4% | +310.6% | -245.2% | +10.9% |
| All | +96.6% | +942.7% | -846.1% | +21.6% |
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 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