+4,266.9%
CHRW vs PNC
+1,039.0%
+3,227.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | -3.5% | -3.8% | +0.4% | -2.4% |
| 3M | -19.4% | +9.0% | -28.4% | -21.5% |
| 6M | -21.4% | +16.6% | -38.0% | -25.0% |
| YTD | -7.1% | +20.4% | -27.6% | -12.1% |
| 1Y | +17.8% | +22.3% | -4.5% | +10.9% |
| 3Y | +78.8% | +124.5% | -45.8% | +39.7% |
| 5Y | +83.5% | +54.1% | +29.5% | +57.0% |
| 10Y | +160.2% | +276.3% | -116.0% | +63.5% |
| All | +4,266.9% | +1,039.0% | +3,227.9% | +1,377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling