+18.4%
CHRW vs PBR
+74.3%
-55.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.2% |
| 7D | +3.5% | +5.4% | -1.9% | +3.6% |
| 30D | +4.6% | +22.9% | -18.3% | +4.7% |
| 3M | -19.7% | +19.6% | -39.3% | -19.6% |
| 6M | -12.4% | +16.5% | -28.9% | -12.7% |
| YTD | -3.9% | +86.7% | -90.6% | -2.2% |
| 1Y | +18.4% | +74.7% | -56.3% | +21.8% |
| All | +18.4% | +74.3% | -55.9% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling