+82.2%
CHRW vs PNC
+115.6%
-33.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | +7.3% | +3.1% | +4.2% | +5.8% |
| 30D | -3.6% | +7.6% | -11.2% | -6.7% |
| 3M | -9.6% | -8.1% | -1.4% | -6.1% |
| 6M | -17.0% | +12.6% | -29.6% | -21.7% |
| YTD | -15.4% | +15.0% | -30.4% | -20.5% |
| 1Y | -10.0% | +30.4% | -40.4% | -19.8% |
| 3Y | +82.2% | +116.1% | -34.0% | +22.1% |
| All | +82.2% | +115.6% | -33.5% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling