+1,425.4%
CHRW vs PFG
+1,008.7%
+416.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.4% | +3.0% | -6.3% | -4.1% |
| 30D | -9.4% | +8.2% | -17.5% | -11.3% |
| 3M | -12.6% | +2.7% | -15.3% | -13.3% |
| 6M | -24.2% | +17.2% | -41.4% | -27.6% |
| YTD | -18.9% | +34.8% | -53.6% | -25.4% |
| 1Y | -13.7% | +43.6% | -57.2% | -22.0% |
| 3Y | +72.6% | +85.4% | -12.8% | +45.0% |
| 5Y | +55.6% | +102.2% | -46.6% | +25.9% |
| 10Y | +122.7% | +190.2% | -67.5% | +54.3% |
| All | +1,425.4% | +1,008.7% | +416.7% | +540.1% |
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