+187.9%
CHRW vs PBF
+277.8%
-90.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.7% |
| 7D | +0.2% | -7.4% | +7.6% | +0.8% |
| 30D | -9.4% | -17.5% | +8.1% | -8.2% |
| 3M | -13.3% | +13.1% | -26.4% | -14.5% |
| 6M | -24.2% | +72.6% | -96.8% | -28.3% |
| YTD | -18.9% | +161.2% | -180.1% | -26.6% |
| 1Y | -12.4% | +93.3% | -105.7% | -18.8% |
| 3Y | +72.2% | +80.7% | -8.4% | +56.7% |
| 5Y | +53.4% | +396.1% | -342.7% | +24.9% |
| 10Y | +127.0% | +252.3% | -125.3% | +71.6% |
| All | +187.9% | +277.8% | -90.0% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling