+174.5%
CHRW vs PFGC
+287.3%
-112.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +4.1% | -3.7% | +7.8% | +4.5% |
| 30D | +1.9% | -16.0% | +17.9% | +3.8% |
| 3M | -21.2% | -4.1% | -17.0% | -20.9% |
| 6M | -16.7% | +8.7% | -25.4% | -17.6% |
| YTD | -5.4% | +6.4% | -11.7% | -6.5% |
| 1Y | +21.2% | -8.4% | +29.6% | +21.7% |
| 3Y | +86.5% | +61.8% | +24.7% | +74.6% |
| 5Y | +93.0% | +108.7% | -15.7% | +74.5% |
| 10Y | +174.5% | +298.1% | -123.6% | +139.1% |
| All | +174.5% | +287.3% | -112.8% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling