+63.5%
CHRW vs PCOR
+43.8%
+19.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | +0.6% | +22.7% | -22.1% | -0.9% |
| 30D | -7.3% | +37.5% | -44.8% | -9.4% |
| 3M | -14.2% | +35.2% | -49.4% | -16.1% |
| 6M | -25.1% | +42.2% | -67.3% | -27.0% |
| YTD | -21.2% | +3.6% | -24.7% | -20.9% |
| 1Y | -14.2% | -4.8% | -9.4% | -12.8% |
| 3Y | +63.5% | +48.3% | +15.2% | +42.3% |
| All | +63.5% | +43.8% | +19.7% | +42.3% |
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