+4,266.9%
CHRW vs PPG
+616.3%
+3,650.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -1.4% | -1.5% | +0.1% | -0.8% |
| 30D | -3.5% | -5.0% | +1.5% | -1.4% |
| 3M | -19.4% | +1.1% | -20.5% | -20.3% |
| 6M | -21.4% | -3.2% | -18.2% | -21.2% |
| YTD | -7.1% | +11.9% | -19.0% | -12.6% |
| 1Y | +17.8% | +5.3% | +12.5% | +13.2% |
| 3Y | +78.8% | -15.0% | +93.8% | +85.5% |
| 5Y | +83.5% | -19.6% | +103.1% | +89.6% |
| 10Y | +160.2% | +27.0% | +133.2% | +107.5% |
| All | +4,266.9% | +616.3% | +3,650.6% | +1,308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling