+48.6%
CHRW vs PFG
+91.4%
-42.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -7.3% | +2.0% | -9.3% | -8.0% |
| 3M | -14.2% | -3.2% | -11.0% | -13.2% |
| 6M | -25.1% | +10.9% | -36.0% | -28.5% |
| YTD | -21.2% | +28.8% | -50.0% | -28.9% |
| 1Y | -14.2% | +39.2% | -53.3% | -24.9% |
| 3Y | +63.5% | +75.0% | -11.5% | +31.3% |
| All | +48.6% | +91.4% | -42.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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