+57.5%
CHRW vs PEGA
-44.5%
+102.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | 0.0% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -3.6% | -4.1% | +0.6% | -3.3% |
| 3M | -9.6% | -2.8% | -6.8% | -9.5% |
| 6M | -17.0% | -0.4% | -16.6% | -17.2% |
| YTD | -15.4% | -45.4% | +30.0% | -12.1% |
| 1Y | -10.0% | -42.6% | +32.6% | -6.9% |
| 3Y | +82.2% | +45.4% | +36.7% | +70.1% |
| All | +57.5% | -44.5% | +102.0% | +58.4% |
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