+128.5%
CHRW vs PSA
+133.3%
-4.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | -4.3% | +16.2% | -20.5% | -8.3% |
| 3M | -7.4% | +4.3% | -11.7% | -8.6% |
| 6M | -20.7% | +9.9% | -30.6% | -22.9% |
| YTD | -15.9% | +33.3% | -49.1% | -22.4% |
| 1Y | -9.9% | +25.8% | -35.7% | -15.7% |
| 3Y | +79.0% | +54.8% | +24.2% | +55.0% |
| 5Y | +61.3% | +27.5% | +33.8% | +46.2% |
| 10Y | +128.5% | +134.5% | -6.0% | +75.0% |
| All | +128.5% | +133.3% | -4.8% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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