+178.3%
CHRW vs PPG
+26.9%
+151.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.5% | -6.2% | +9.7% | +5.7% |
| 30D | +4.6% | -7.9% | +12.5% | +7.5% |
| 3M | -19.7% | -10.2% | -9.5% | -17.2% |
| 6M | -12.4% | +2.7% | -15.1% | -14.1% |
| YTD | -3.9% | +4.9% | -8.8% | -6.6% |
| 1Y | +18.4% | -3.2% | +21.6% | +18.0% |
| 3Y | +88.8% | -17.0% | +105.8% | +96.2% |
| 5Y | +93.5% | -23.3% | +116.9% | +102.4% |
| All | +178.3% | +26.9% | +151.4% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling