+50.5%
CHRW vs PCOR
-10.0%
+60.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +0.7% | +23.7% | -23.0% | -1.8% |
| 30D | -5.0% | +39.0% | -44.0% | -8.5% |
| 3M | -16.1% | +35.8% | -51.9% | -19.2% |
| 6M | -22.6% | +38.2% | -60.9% | -26.0% |
| YTD | -19.3% | +3.9% | -23.2% | -20.5% |
| 1Y | -14.9% | +5.7% | -20.6% | -16.5% |
| 3Y | +68.0% | +44.8% | +23.3% | +53.8% |
| 5Y | +53.2% | -19.8% | +72.9% | +42.4% |
| All | +50.5% | -10.0% | +60.5% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling