+1,694.4%
CHRW vs PRU
+806.6%
+887.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.3% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -3.5% | +2.7% | -6.2% | -4.2% |
| 3M | -19.4% | +19.5% | -38.9% | -23.4% |
| 6M | -21.4% | +26.6% | -48.0% | -26.6% |
| YTD | -7.1% | +12.3% | -19.5% | -10.4% |
| 1Y | +17.8% | +18.0% | -0.2% | +12.1% |
| 3Y | +78.8% | +47.0% | +31.8% | +59.4% |
| 5Y | +83.5% | +48.4% | +35.1% | +61.2% |
| 10Y | +160.2% | +142.4% | +17.8% | +88.7% |
| All | +1,694.4% | +806.6% | +887.8% | +554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling