+177.7%
CHRW vs PSA
+101.3%
+76.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | -3.6% | +8.0% | +5.4% |
| 30D | +5.5% | -9.4% | +14.9% | +8.3% |
| 3M | -17.3% | -8.2% | -9.1% | -15.3% |
| 6M | -12.7% | -1.8% | -10.8% | -12.3% |
| YTD | -4.1% | +15.7% | -19.9% | -7.9% |
| 1Y | +21.2% | +6.3% | +15.0% | +18.7% |
| 3Y | +88.9% | +21.6% | +67.3% | +75.5% |
| 5Y | +93.1% | +13.5% | +79.6% | +81.0% |
| All | +177.7% | +101.3% | +76.4% | +123.3% |
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