+129.9%
CHRW vs PBF
+260.7%
-130.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +7.3% | +6.5% | +0.8% | +6.8% |
| 30D | -3.6% | -20.0% | +16.4% | -2.2% |
| 3M | -9.6% | -3.3% | -6.2% | -9.7% |
| 6M | -17.0% | +76.8% | -93.8% | -21.4% |
| YTD | -15.4% | +168.9% | -184.4% | -23.3% |
| 1Y | -10.0% | +96.4% | -106.3% | -16.3% |
| 3Y | +82.2% | +77.2% | +5.0% | +66.7% |
| 5Y | +59.4% | +417.7% | -358.4% | +30.9% |
| All | +129.9% | +260.7% | -130.8% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling