-10.8%
CHRW vs PFGC
+13.9%
-24.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +4.7% | +0.3% | +4.5% | +4.7% |
| 30D | -2.6% | +16.1% | -18.7% | -2.5% |
| 3M | -8.0% | +2.4% | -10.4% | -8.3% |
| 6M | -19.0% | +15.7% | -34.7% | -18.9% |
| YTD | -15.5% | +22.3% | -37.8% | -14.8% |
| 1Y | -10.8% | +13.9% | -24.7% | -10.5% |
| All | -10.8% | +13.9% | -24.7% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling