-11.1%
CHRW vs PPG
+38.5%
-49.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.7% | -0.8% |
| 7D | +4.9% | +7.5% | -2.6% | +3.1% |
| 30D | -4.8% | +20.9% | -25.7% | -9.4% |
| 3M | -13.1% | +8.7% | -21.9% | -14.8% |
| 6M | -16.3% | +23.8% | -40.2% | -22.8% |
| YTD | -15.8% | +26.5% | -42.3% | -24.7% |
| 1Y | -11.1% | +37.6% | -48.7% | -23.3% |
| All | -11.1% | +38.5% | -49.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling