+4,266.9%
CHRW vs PNR
+683.2%
+3,583.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | -2.4% | +1.0% | -0.6% |
| 30D | -3.5% | -12.8% | +9.3% | +0.8% |
| 3M | -19.4% | -17.0% | -2.4% | -15.1% |
| 6M | -21.4% | -37.4% | +16.1% | -9.4% |
| YTD | -7.1% | -41.6% | +34.5% | +9.0% |
| 1Y | +17.8% | -44.6% | +62.4% | +40.6% |
| 3Y | +78.8% | -12.1% | +90.9% | +80.3% |
| 5Y | +83.5% | -17.4% | +100.9% | +85.9% |
| 10Y | +160.2% | +64.0% | +96.2% | +102.0% |
| All | +4,266.9% | +683.2% | +3,583.7% | +1,797.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling