+87.2%
PFE vs CDW
+903.1%
-815.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +1.8% | +3.2% | -1.4% | +1.1% |
| 30D | +10.2% | +9.3% | +0.9% | +8.1% |
| 3M | +12.7% | +9.8% | +2.9% | +9.8% |
| 6M | +10.5% | +23.3% | -12.8% | +3.9% |
| YTD | +20.2% | +13.7% | +6.5% | +14.7% |
| 1Y | +24.1% | -6.5% | +30.5% | +23.4% |
| 3Y | -3.6% | -25.2% | +21.7% | -0.9% |
| 5Y | -20.9% | -19.5% | -1.4% | -21.7% |
| 10Y | +35.8% | +285.8% | -250.0% | -7.3% |
| All | +87.2% | +903.1% | -815.9% | +17.2% |
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