+86.8%
CHRW vs PEGA
-46.5%
+133.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.1% |
| 7D | -1.4% | +3.3% | -4.7% | -1.6% |
| 30D | -3.5% | +17.7% | -21.2% | -4.6% |
| 3M | -19.4% | +5.8% | -25.2% | -19.8% |
| 6M | -21.4% | -20.3% | -1.1% | -20.4% |
| YTD | -7.1% | -37.1% | +30.0% | -4.4% |
| 1Y | +17.8% | -30.2% | +48.0% | +20.0% |
| 3Y | +78.8% | +48.1% | +30.7% | +67.5% |
| All | +86.8% | -46.5% | +133.3% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling