+72.6%
CHRW vs PSA
+52.6%
+20.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.4% | +0.8% | -4.1% | -3.6% |
| 30D | -9.4% | +15.9% | -25.3% | -12.7% |
| 3M | -12.6% | +4.2% | -16.8% | -13.7% |
| 6M | -24.2% | +10.1% | -34.3% | -26.0% |
| YTD | -18.9% | +33.3% | -52.2% | -23.8% |
| 1Y | -13.7% | +28.2% | -41.9% | -18.4% |
| 3Y | +72.6% | +54.9% | +17.7% | +34.4% |
| All | +72.6% | +52.6% | +20.0% | +34.4% |
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