-11.1%
CHRW vs PRU
+27.9%
-39.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.3% | -1.6% |
| 7D | +4.9% | +9.8% | -4.9% | +2.1% |
| 30D | -4.8% | +11.6% | -16.4% | -7.8% |
| 3M | -13.1% | +3.7% | -16.8% | -14.1% |
| 6M | -16.3% | +33.0% | -49.3% | -25.5% |
| YTD | -15.8% | +16.6% | -32.4% | -22.7% |
| 1Y | -11.1% | +26.9% | -38.1% | -20.3% |
| All | -11.1% | +27.9% | -39.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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