+3,715.3%
CHRW vs PEG
+1,815.0%
+1,900.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.4% | +2.6% | -6.0% | -4.1% |
| 30D | -9.4% | +3.3% | -12.7% | -10.3% |
| 3M | -12.6% | +1.1% | -13.7% | -13.1% |
| 6M | -24.2% | -1.4% | -22.7% | -24.1% |
| YTD | -18.9% | -4.6% | -14.3% | -18.2% |
| 1Y | -13.7% | -7.2% | -6.5% | -12.2% |
| 3Y | +72.6% | +33.7% | +38.8% | +53.9% |
| 5Y | +55.6% | +40.8% | +14.7% | +35.0% |
| 10Y | +122.7% | +162.8% | -40.1% | +52.6% |
| All | +3,715.3% | +1,815.0% | +1,900.3% | +1,544.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling