+145.3%
CHRW vs PFGC
+484.2%
-338.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.4% | +15.0% | -18.4% | -4.9% |
| 30D | -9.4% | +17.0% | -26.3% | -11.0% |
| 3M | -12.6% | -2.5% | -10.2% | -12.6% |
| 6M | -24.2% | +19.2% | -43.4% | -25.8% |
| YTD | -18.9% | +23.4% | -42.3% | -21.2% |
| 1Y | -13.7% | +13.9% | -27.5% | -15.5% |
| 3Y | +72.6% | +82.0% | -9.4% | +59.4% |
| 5Y | +55.6% | +128.7% | -73.1% | +39.1% |
| 10Y | +122.7% | +361.5% | -238.8% | +88.0% |
| All | +145.3% | +484.2% | -338.9% | +98.4% |
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