+128.5%
CHRW vs PRU
+102.7%
+25.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -0.1% | -2.8% | +2.8% | +0.9% |
| 30D | -4.3% | +8.5% | -12.8% | -6.7% |
| 3M | -7.4% | +1.7% | -9.2% | -8.1% |
| 6M | -20.7% | +24.8% | -45.5% | -26.4% |
| YTD | -15.9% | +13.3% | -29.1% | -19.6% |
| 1Y | -9.9% | +21.4% | -31.3% | -15.8% |
| 3Y | +79.0% | +54.8% | +24.2% | +54.9% |
| 5Y | +61.3% | +42.4% | +19.0% | +40.8% |
| 10Y | +128.5% | +98.4% | +30.1% | +82.9% |
| All | +128.5% | +102.7% | +25.8% | +82.9% |
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