+180.8%
CHRW vs PFGC
+419.1%
-238.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -1.4% | -2.2% | +0.8% | -1.2% |
| 30D | -3.5% | -11.9% | +8.5% | -2.2% |
| 3M | -19.4% | +5.0% | -24.4% | -19.9% |
| 6M | -21.4% | +8.6% | -30.0% | -22.3% |
| YTD | -7.1% | +9.7% | -16.8% | -8.5% |
| 1Y | +17.8% | -6.3% | +24.1% | +18.1% |
| 3Y | +78.8% | +58.2% | +20.6% | +67.8% |
| 5Y | +83.5% | +110.4% | -26.9% | +65.8% |
| 10Y | +160.2% | +272.8% | -112.5% | +124.9% |
| All | +180.8% | +419.1% | -238.3% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling