+90.6%
CHRW vs PNC
+49.2%
+41.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.3% |
| 30D | +1.9% | -4.4% | +6.3% | +3.5% |
| 3M | -21.2% | +4.5% | -25.7% | -22.5% |
| 6M | -16.7% | +19.1% | -35.7% | -22.0% |
| YTD | -5.4% | +18.0% | -23.4% | -10.8% |
| 1Y | +21.2% | +24.1% | -2.9% | +12.2% |
| 3Y | +86.5% | +130.0% | -43.5% | +40.8% |
| All | +90.6% | +49.2% | +41.4% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling