+72.2%
CHRW vs PFGC
+84.2%
-12.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +2.5% |
| 7D | +0.2% | +10.8% | -10.6% | -0.9% |
| 30D | -9.4% | +17.8% | -27.2% | -11.0% |
| 3M | -13.3% | -2.7% | -10.5% | -13.1% |
| 6M | -24.2% | +20.0% | -44.2% | -25.9% |
| YTD | -18.9% | +24.3% | -43.2% | -21.5% |
| 1Y | -12.4% | +13.2% | -25.6% | -13.8% |
| 3Y | +72.2% | +85.9% | -13.7% | +47.0% |
| All | +72.2% | +84.2% | -12.0% | +47.0% |
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