+67.4%
CHRW vs PCOR
+44.3%
+23.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +0.7% | +23.7% | -23.0% | -0.9% |
| 30D | -5.0% | +39.0% | -44.0% | -7.2% |
| 3M | -16.1% | +35.8% | -51.9% | -18.0% |
| 6M | -22.6% | +38.2% | -60.9% | -24.4% |
| YTD | -19.3% | +3.9% | -23.2% | -19.0% |
| 1Y | -14.9% | +5.7% | -20.6% | -15.0% |
| All | +67.4% | +44.3% | +23.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling