+48.6%
CHRW vs PBF
+407.6%
-359.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.2% |
| 7D | +0.6% | -13.8% | +14.3% | +1.4% |
| 30D | -7.3% | -19.6% | +12.3% | -6.2% |
| 3M | -14.2% | +10.3% | -24.4% | -15.1% |
| 6M | -25.1% | +63.4% | -88.5% | -28.6% |
| YTD | -21.2% | +152.6% | -173.8% | -28.5% |
| 1Y | -14.2% | +87.4% | -101.5% | -20.1% |
| 3Y | +63.5% | +63.3% | +0.3% | +49.2% |
| All | +48.6% | +407.6% | -359.1% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling