-22.6%
CHRW vs PRU
+28.4%
-51.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.7% |
| 7D | +0.7% | +4.8% | -4.1% | +0.5% |
| 30D | -5.0% | +7.9% | -12.8% | -5.2% |
| 3M | -16.1% | +3.1% | -19.2% | -16.2% |
| 6M | -22.6% | +25.2% | -47.9% | -23.6% |
| All | -22.6% | +28.4% | -51.0% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling