+1,563.3%
CHRW vs PBR
+1,864.5%
-301.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +1.1% |
| 7D | +1.9% | +2.5% | -0.5% | +1.5% |
| 30D | +0.9% | +19.4% | -18.4% | -2.0% |
| 3M | -19.9% | +20.8% | -40.7% | -22.5% |
| 6M | -15.8% | +23.5% | -39.3% | -19.1% |
| YTD | -5.6% | +83.4% | -89.0% | -15.1% |
| 1Y | +21.0% | +77.6% | -56.5% | +9.2% |
| 3Y | +86.0% | +99.9% | -13.8% | +62.4% |
| 5Y | +88.6% | +567.7% | -479.1% | +30.7% |
| 10Y | +169.3% | +621.5% | -452.2% | +61.8% |
| All | +1,563.3% | +1,864.5% | -301.2% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling