+4,266.9%
CHRW vs PEG
+1,772.8%
+2,494.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -3.5% | -2.4% | -1.0% | -2.7% |
| 3M | -19.4% | -4.8% | -14.6% | -18.2% |
| 6M | -21.4% | -10.7% | -10.7% | -18.8% |
| YTD | -7.1% | -6.7% | -0.5% | -5.5% |
| 1Y | +17.8% | -6.8% | +24.7% | +19.7% |
| 3Y | +78.8% | +34.5% | +44.3% | +59.0% |
| 5Y | +83.5% | +35.8% | +47.8% | +61.3% |
| 10Y | +160.2% | +141.7% | +18.5% | +83.3% |
| All | +4,266.9% | +1,772.8% | +2,494.1% | +1,799.1% |
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