+374.4%
PNC vs CDW
+1,014.9%
-640.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.2% |
| 7D | +0.8% | +13.1% | -12.3% | -4.6% |
| 30D | +6.5% | +19.1% | -12.6% | -1.8% |
| 3M | -7.3% | +24.7% | -32.0% | -17.0% |
| 6M | +8.5% | +63.4% | -54.9% | -16.1% |
| YTD | +14.5% | +26.3% | -11.9% | -2.8% |
| 1Y | +29.1% | +20.6% | +8.5% | +12.0% |
| 3Y | +113.7% | -16.3% | +130.1% | +114.3% |
| 5Y | +35.7% | -3.9% | +39.6% | +23.5% |
| 10Y | +203.7% | +331.5% | -127.8% | +49.0% |
| All | +374.4% | +1,014.9% | -640.5% | +104.1% |
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 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