+169.3%
CHRW vs PEGA
+175.4%
-6.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.8% | +2.1% |
| 7D | +1.9% | -2.4% | +4.3% | +2.2% |
| 30D | +0.9% | +9.6% | -8.7% | -0.2% |
| 3M | -19.9% | +2.3% | -22.2% | -20.4% |
| 6M | -15.8% | -23.9% | +8.1% | -13.7% |
| YTD | -5.6% | -39.8% | +34.2% | -0.9% |
| 1Y | +21.0% | -37.4% | +58.4% | +26.1% |
| 3Y | +86.0% | +53.1% | +32.9% | +64.9% |
| 5Y | +88.6% | -47.2% | +135.9% | +95.9% |
| 10Y | +169.3% | +174.3% | -5.1% | +104.9% |
| All | +169.3% | +175.4% | -6.1% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling