+1,459.4%
CHRW vs PRU
+809.8%
+649.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.2% |
| 7D | +0.7% | +4.8% | -4.1% | -0.6% |
| 30D | -5.0% | +7.9% | -12.8% | -7.0% |
| 3M | -16.1% | +3.1% | -19.2% | -17.0% |
| 6M | -22.6% | +25.2% | -47.9% | -27.6% |
| YTD | -19.3% | +12.7% | -32.0% | -22.3% |
| 1Y | -14.9% | +23.5% | -38.4% | -20.2% |
| 3Y | +68.0% | +50.6% | +17.4% | +48.8% |
| 5Y | +53.2% | +40.9% | +12.3% | +36.3% |
| 10Y | +134.8% | +125.5% | +9.4% | +73.5% |
| All | +1,459.4% | +809.8% | +649.6% | +467.9% |
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