+1,425.4%
CHRW vs PFG
+1,003.0%
+422.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +1.8% |
| 7D | +0.2% | +2.3% | -2.1% | -0.4% |
| 30D | -9.4% | +7.6% | -17.0% | -11.1% |
| 3M | -13.3% | +2.5% | -15.8% | -13.9% |
| 6M | -24.2% | +16.6% | -40.8% | -27.5% |
| YTD | -18.9% | +34.1% | -52.9% | -25.2% |
| 1Y | -12.4% | +44.1% | -56.4% | -20.8% |
| 3Y | +72.2% | +86.3% | -14.0% | +44.6% |
| 5Y | +53.4% | +101.6% | -48.2% | +24.3% |
| 10Y | +127.0% | +197.9% | -70.9% | +56.1% |
| All | +1,425.4% | +1,003.0% | +422.5% | +541.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling