+178.3%
CHRW vs PNR
+66.2%
+112.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.5% | -6.0% | +9.5% | +5.5% |
| 30D | +4.6% | -14.0% | +18.6% | +9.7% |
| 3M | -19.7% | -21.7% | +2.0% | -13.8% |
| 6M | -12.4% | -37.3% | +24.9% | +1.0% |
| YTD | -3.9% | -45.1% | +41.2% | +15.5% |
| 1Y | +18.4% | -49.1% | +67.5% | +45.9% |
| 3Y | +88.8% | -14.8% | +103.7% | +92.0% |
| 5Y | +93.5% | -21.0% | +114.6% | +95.7% |
| All | +178.3% | +66.2% | +112.2% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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