+86.0%
CHRW vs PSA
+24.4%
+61.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.9% | -0.4% | +2.4% | +2.0% |
| 30D | +0.9% | -8.2% | +9.1% | +3.0% |
| 3M | -19.9% | -2.1% | -17.7% | -19.3% |
| 6M | -15.8% | -0.2% | -15.6% | -15.8% |
| YTD | -5.6% | +18.5% | -24.1% | -8.7% |
| 1Y | +21.0% | +6.6% | +14.5% | +19.1% |
| 3Y | +86.0% | +24.5% | +61.6% | +68.8% |
| All | +86.0% | +24.4% | +61.7% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling