+78.2%
CHRW vs PENG
+101.4%
-23.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | +0.8% |
| 7D | -1.4% | +4.5% | -5.9% | -1.6% |
| 30D | -3.5% | -7.1% | +3.6% | -3.3% |
| 3M | -19.4% | -27.3% | +7.9% | -18.5% |
| 6M | -21.4% | +169.6% | -191.0% | -26.9% |
| YTD | -7.1% | +164.6% | -171.8% | -13.7% |
| 1Y | +17.8% | +109.5% | -91.6% | +10.6% |
| All | +78.2% | +101.4% | -23.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling