+3,607.0%
CHRW vs PEGA
+379.1%
+3,227.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.0% |
| 7D | +0.6% | -4.5% | +5.1% | +1.0% |
| 30D | -7.3% | -5.7% | -1.6% | -6.9% |
| 3M | -14.2% | +2.6% | -16.7% | -14.5% |
| 6M | -25.1% | -10.6% | -14.5% | -24.7% |
| YTD | -21.2% | -45.5% | +24.3% | -18.0% |
| 1Y | -14.2% | -44.8% | +30.6% | -10.8% |
| 3Y | +63.5% | +45.5% | +18.0% | +53.3% |
| 5Y | +49.6% | -45.3% | +94.9% | +49.0% |
| 10Y | +129.4% | +102.4% | +27.0% | +103.1% |
| All | +3,607.0% | +379.1% | +3,227.9% | +2,651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling