+229.5%
CHRW vs PBF
+303.9%
-74.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -1.4% | +4.3% | -5.7% | -1.7% |
| 30D | -3.5% | +22.0% | -25.4% | -5.1% |
| 3M | -19.4% | +74.5% | -93.9% | -23.5% |
| 6M | -21.4% | +67.7% | -89.1% | -25.6% |
| YTD | -7.1% | +179.2% | -186.3% | -16.1% |
| 1Y | +17.8% | +170.0% | -152.2% | +6.2% |
| 3Y | +78.8% | +66.4% | +12.4% | +64.3% |
| 5Y | +83.5% | +764.5% | -681.0% | +42.5% |
| 10Y | +160.2% | +358.5% | -198.3% | +91.4% |
| All | +229.5% | +303.9% | -74.4% | +130.8% |
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