+90.6%
CHRW vs PNR
-20.0%
+110.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +4.1% | -3.9% | +7.9% | +5.5% |
| 30D | +1.9% | -13.8% | +15.7% | +7.2% |
| 3M | -21.2% | -22.5% | +1.4% | -14.5% |
| 6M | -16.7% | -37.2% | +20.5% | -2.6% |
| YTD | -5.4% | -44.2% | +38.9% | +15.1% |
| 1Y | +21.2% | -46.6% | +67.8% | +49.8% |
| 3Y | +86.5% | -12.5% | +99.0% | +85.2% |
| All | +90.6% | -20.0% | +110.6% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling