+86.8%
CHRW vs PCOR
-43.0%
+129.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +1.6% |
| 7D | -1.4% | -9.0% | +7.6% | -0.3% |
| 30D | -3.5% | +4.2% | -7.6% | -4.0% |
| 3M | -19.4% | +14.4% | -33.8% | -21.1% |
| 6M | -21.4% | +0.2% | -21.5% | -22.2% |
| YTD | -7.1% | -20.3% | +13.1% | -5.4% |
| 1Y | +17.8% | -16.1% | +34.0% | +18.6% |
| 3Y | +78.8% | -14.7% | +93.5% | +74.9% |
| All | +86.8% | -43.0% | +129.9% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling