+1,390.0%
CHRW vs PBR
+1,629.6%
-239.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.2% |
| 7D | +7.3% | -1.0% | +8.3% | +7.4% |
| 30D | -3.6% | -29.3% | +25.7% | +1.5% |
| 3M | -9.6% | +5.5% | -15.1% | -11.1% |
| 6M | -17.0% | -2.9% | -14.1% | -17.5% |
| YTD | -15.4% | +61.5% | -76.9% | -22.9% |
| 1Y | -10.0% | +46.9% | -56.8% | -16.7% |
| 3Y | +82.2% | +66.4% | +15.7% | +62.9% |
| 5Y | +59.4% | +460.3% | -401.0% | +13.2% |
| 10Y | +129.7% | +564.6% | -434.9% | +39.5% |
| All | +1,390.0% | +1,629.6% | -239.7% | +499.0% |
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