+138.4%
CHRW vs PFGC
+465.8%
-327.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.1% |
| 7D | +0.6% | +8.5% | -8.0% | -0.4% |
| 30D | -7.3% | +15.0% | -22.3% | -8.8% |
| 3M | -14.2% | -6.2% | -8.0% | -13.7% |
| 6M | -25.1% | +15.7% | -40.8% | -26.5% |
| YTD | -21.2% | +19.6% | -40.7% | -23.2% |
| 1Y | -14.2% | +13.2% | -27.4% | -15.9% |
| 3Y | +63.5% | +77.0% | -13.4% | +51.5% |
| 5Y | +49.6% | +121.5% | -71.9% | +34.2% |
| 10Y | +129.4% | +354.5% | -225.2% | +93.8% |
| All | +138.4% | +465.8% | -327.4% | +93.5% |
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 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