+399.1%
PNC vs CDW
+903.1%
-504.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +1.4% | +3.2% | -1.8% | 0.0% |
| 30D | -3.8% | +9.3% | -13.1% | -7.9% |
| 3M | +9.0% | +9.8% | -0.8% | +2.9% |
| 6M | +16.6% | +23.3% | -6.7% | +1.3% |
| YTD | +20.4% | +13.7% | +6.8% | +8.1% |
| 1Y | +22.3% | -6.5% | +28.8% | +19.9% |
| 3Y | +124.5% | -25.2% | +149.8% | +138.9% |
| 5Y | +54.1% | -19.5% | +73.6% | +53.6% |
| 10Y | +276.3% | +285.8% | -9.5% | +95.6% |
| All | +399.1% | +903.1% | -504.0% | +127.1% |
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