-10.0%
CHRW vs PCOR
+1.3%
-11.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | +7.3% | +3.0% | +4.2% | +7.4% |
| 30D | -3.6% | +38.7% | -42.3% | -2.4% |
| 3M | -9.6% | +24.9% | -34.4% | -8.5% |
| 6M | -17.0% | +68.8% | -85.8% | -14.8% |
| YTD | -15.4% | +6.7% | -22.1% | -14.0% |
| 1Y | -10.0% | +3.0% | -13.0% | -7.5% |
| All | -10.0% | +1.3% | -11.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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