+86.0%
CHRW vs PFGC
+63.1%
+22.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +1.9% |
| 7D | +1.9% | -2.4% | +4.4% | +2.2% |
| 30D | +0.9% | -15.8% | +16.7% | +2.9% |
| 3M | -19.9% | -0.6% | -19.3% | -20.0% |
| 6M | -15.8% | +10.7% | -26.5% | -17.3% |
| YTD | -5.6% | +7.6% | -13.2% | -7.2% |
| 1Y | +21.0% | -7.8% | +28.9% | +22.4% |
| 3Y | +86.0% | +63.7% | +22.3% | +61.3% |
| All | +86.0% | +63.1% | +22.9% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling