+178.3%
CHRW vs PBR
+697.0%
-518.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +3.5% | +5.4% | -1.9% | +3.0% |
| 30D | +4.6% | +22.9% | -18.3% | +2.4% |
| 3M | -19.7% | +19.6% | -39.3% | -21.3% |
| 6M | -12.4% | +16.5% | -28.9% | -14.1% |
| YTD | -3.9% | +86.7% | -90.6% | -10.2% |
| 1Y | +18.4% | +74.7% | -56.3% | +11.2% |
| 3Y | +88.8% | +102.6% | -13.7% | +73.4% |
| 5Y | +93.5% | +566.6% | -473.0% | +55.3% |
| All | +178.3% | +697.0% | -518.6% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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