+3,715.3%
CHRW vs PSA
+3,414.4%
+300.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.4% | +0.8% | -4.1% | -3.7% |
| 30D | -9.4% | +15.9% | -25.3% | -14.3% |
| 3M | -12.6% | +4.2% | -16.8% | -14.1% |
| 6M | -24.2% | +10.1% | -34.3% | -27.0% |
| YTD | -18.9% | +33.3% | -52.2% | -27.5% |
| 1Y | -13.7% | +28.2% | -41.9% | -21.8% |
| 3Y | +72.6% | +54.9% | +17.7% | +42.3% |
| 5Y | +55.6% | +28.3% | +27.2% | +35.4% |
| 10Y | +122.7% | +134.1% | -11.3% | +46.4% |
| All | +3,715.3% | +3,414.4% | +300.9% | +644.0% |
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