+169.3%
CHRW vs PBF
+354.3%
-185.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.4% |
| 7D | +1.9% | +2.4% | -0.4% | +1.8% |
| 30D | +0.9% | +24.9% | -23.9% | -0.8% |
| 3M | -19.9% | +81.9% | -101.7% | -23.9% |
| 6M | -15.8% | +79.4% | -95.2% | -20.4% |
| YTD | -5.6% | +188.3% | -193.9% | -14.4% |
| 1Y | +21.0% | +177.3% | -156.2% | +9.5% |
| 3Y | +86.0% | +56.0% | +30.0% | +72.7% |
| 5Y | +88.6% | +804.0% | -715.4% | +48.8% |
| 10Y | +169.3% | +334.1% | -164.8% | +111.4% |
| All | +169.3% | +354.3% | -185.0% | +111.4% |
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