+88.6%
CHRW vs PSA
+15.2%
+73.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.9% | -0.4% | +2.4% | +2.1% |
| 30D | +0.9% | -8.2% | +9.1% | +3.4% |
| 3M | -19.9% | -2.1% | -17.7% | -19.4% |
| 6M | -15.8% | -0.2% | -15.6% | -15.9% |
| YTD | -5.6% | +18.5% | -24.1% | -10.0% |
| 1Y | +21.0% | +6.6% | +14.5% | +18.4% |
| 3Y | +86.0% | +24.5% | +61.6% | +69.6% |
| 5Y | +88.6% | +13.6% | +75.0% | +78.2% |
| All | +88.6% | +15.2% | +73.4% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling