+48.6%
CHRW vs PENG
+42.1%
+6.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.7% | -3.2% |
| 7D | +0.6% | -19.4% | +20.0% | +1.8% |
| 30D | -7.3% | -42.4% | +35.1% | -4.3% |
| 3M | -14.2% | -25.6% | +11.5% | -13.4% |
| 6M | -25.1% | +7.3% | -32.4% | -28.2% |
| YTD | -21.2% | +113.9% | -135.0% | -30.1% |
| 1Y | -14.2% | +93.6% | -107.7% | -23.2% |
| 3Y | +63.5% | +170.2% | -106.7% | +33.8% |
| All | +48.6% | +42.1% | +6.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling