+177.7%
CHRW vs PNC
+277.5%
-99.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.0% |
| 7D | +4.4% | -0.9% | +5.3% | +4.6% |
| 30D | +5.5% | -4.4% | +9.9% | +7.0% |
| 3M | -17.3% | +5.3% | -22.5% | -18.7% |
| 6M | -12.7% | +19.6% | -32.2% | -17.7% |
| YTD | -4.1% | +19.1% | -23.3% | -9.4% |
| 1Y | +21.2% | +24.3% | -3.1% | +13.0% |
| 3Y | +88.9% | +132.2% | -43.3% | +44.4% |
| 5Y | +93.1% | +52.3% | +40.8% | +63.6% |
| All | +177.7% | +277.5% | -99.9% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling