+35.7%
PNC vs CDW
-2.4%
+38.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.8% |
| 7D | +0.8% | +13.1% | -12.3% | -2.9% |
| 30D | +6.5% | +19.1% | -12.6% | +0.7% |
| 3M | -7.3% | +24.7% | -32.0% | -14.1% |
| 6M | +8.5% | +63.4% | -54.9% | -10.2% |
| YTD | +14.5% | +26.3% | -11.9% | +2.1% |
| 1Y | +29.1% | +20.6% | +8.5% | +17.4% |
| 3Y | +113.7% | -16.3% | +130.1% | +118.9% |
| 5Y | +35.7% | -3.9% | +39.6% | +22.7% |
| All | +35.7% | -2.4% | +38.0% | +22.7% |
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