+3,877.1%
CHRW vs PPG
+684.8%
+3,192.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +7.3% | +0.7% | +6.5% | +7.0% |
| 30D | -3.6% | +17.6% | -21.1% | -10.2% |
| 3M | -9.6% | +7.5% | -17.0% | -12.7% |
| 6M | -17.0% | +17.6% | -34.6% | -23.5% |
| YTD | -15.4% | +22.6% | -38.0% | -23.8% |
| 1Y | -10.0% | +28.0% | -38.0% | -20.5% |
| 3Y | +82.2% | +1.8% | +80.4% | +74.8% |
| 5Y | +59.4% | -15.5% | +74.8% | +60.7% |
| 10Y | +129.7% | +54.9% | +74.8% | +67.8% |
| All | +3,877.1% | +684.8% | +3,192.3% | +1,128.5% |
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 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