+86.8%
CHRW vs PRU
+48.6%
+38.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.5% |
| 7D | -1.4% | +1.9% | -3.3% | -2.2% |
| 30D | -3.5% | +2.7% | -6.2% | -4.5% |
| 3M | -19.4% | +19.5% | -38.9% | -25.2% |
| 6M | -21.4% | +26.6% | -48.0% | -28.9% |
| YTD | -7.1% | +12.3% | -19.5% | -12.0% |
| 1Y | +17.8% | +18.0% | -0.2% | +9.3% |
| 3Y | +78.8% | +47.0% | +31.8% | +51.6% |
| All | +86.8% | +48.6% | +38.3% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling