+4,266.9%
CHRW vs PSA
+3,027.4%
+1,239.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -1.4% | -3.7% | +2.3% | 0.0% |
| 30D | -3.5% | -7.7% | +4.3% | -0.5% |
| 3M | -19.4% | -0.6% | -18.8% | -19.3% |
| 6M | -21.4% | -0.9% | -20.5% | -21.3% |
| YTD | -7.1% | +18.7% | -25.8% | -13.3% |
| 1Y | +17.8% | +7.6% | +10.2% | +13.6% |
| 3Y | +78.8% | +23.7% | +55.1% | +60.5% |
| 5Y | +83.5% | +13.7% | +69.9% | +67.1% |
| 10Y | +160.2% | +98.9% | +61.4% | +81.8% |
| All | +4,266.9% | +3,027.4% | +1,239.5% | +790.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling