+129.9%
CHRW vs PRU
+99.2%
+30.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +7.3% | +3.6% | +3.7% | +6.1% |
| 30D | -3.6% | +8.9% | -12.4% | -6.1% |
| 3M | -9.6% | +0.2% | -9.8% | -9.8% |
| 6M | -17.0% | +23.7% | -40.7% | -22.7% |
| YTD | -15.4% | +13.7% | -29.2% | -19.3% |
| 1Y | -10.0% | +20.6% | -30.6% | -15.7% |
| 3Y | +82.2% | +56.3% | +25.8% | +57.2% |
| 5Y | +59.4% | +42.3% | +17.0% | +39.0% |
| All | +129.9% | +99.2% | +30.7% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling