+1,646.0%
CHRW vs PFG
+1,015.3%
+630.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.4% | +5.5% | -6.9% | -2.9% |
| 30D | -3.5% | +2.4% | -5.8% | -4.2% |
| 3M | -19.4% | +13.6% | -33.0% | -22.4% |
| 6M | -21.4% | +27.9% | -49.3% | -26.7% |
| YTD | -7.1% | +35.6% | -42.7% | -14.7% |
| 1Y | +17.8% | +48.5% | -30.6% | +5.4% |
| 3Y | +78.8% | +66.9% | +11.9% | +54.2% |
| 5Y | +83.5% | +111.0% | -27.4% | +46.7% |
| 10Y | +160.2% | +244.5% | -84.3% | +72.1% |
| All | +1,646.0% | +1,015.3% | +630.7% | +631.2% |
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