+143.1%
CHRW vs PENG
+720.8%
-577.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.3% | -6.6% | +2.9% |
| 7D | -0.1% | +1.9% | -1.9% | -0.5% |
| 30D | -4.3% | -37.8% | +33.5% | -1.6% |
| 3M | -7.4% | -14.1% | +6.7% | -7.4% |
| 6M | -20.7% | +13.1% | -33.8% | -23.8% |
| YTD | -15.9% | +151.8% | -167.7% | -25.2% |
| 1Y | -9.9% | +136.0% | -145.9% | -19.5% |
| 3Y | +79.0% | +217.9% | -139.0% | +50.6% |
| 5Y | +61.3% | +64.1% | -2.8% | +38.9% |
| All | +143.1% | +720.8% | -577.7% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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