+90.6%
CHRW vs PBR
+544.5%
-453.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +4.1% | +0.3% | +3.7% | +4.0% |
| 30D | +1.9% | +17.5% | -15.6% | +0.2% |
| 3M | -21.2% | +20.9% | -42.1% | -22.7% |
| 6M | -16.7% | +20.2% | -36.9% | -18.6% |
| YTD | -5.4% | +84.3% | -89.6% | -11.7% |
| 1Y | +21.2% | +77.1% | -55.9% | +13.4% |
| 3Y | +86.5% | +100.8% | -14.3% | +70.6% |
| All | +90.6% | +544.5% | -453.9% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling