+86.0%
CHRW vs PEG
+34.5%
+51.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.5% |
| 7D | +1.9% | +1.0% | +0.9% | +1.8% |
| 30D | +0.9% | -1.9% | +2.8% | +1.2% |
| 3M | -19.9% | -3.7% | -16.2% | -19.5% |
| 6M | -15.8% | -9.4% | -6.4% | -14.6% |
| YTD | -5.6% | -6.0% | +0.4% | -5.1% |
| 1Y | +21.0% | -4.4% | +25.4% | +21.1% |
| 3Y | +86.0% | +33.5% | +52.5% | +73.9% |
| All | +86.0% | +34.5% | +51.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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