+92.0%
CHRW vs PSLV
+154.2%
-62.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +3.5% | -3.5% | +6.9% | +3.7% |
| 30D | +4.6% | -2.1% | +6.7% | +4.7% |
| 3M | -19.7% | -1.6% | -18.1% | -19.7% |
| 6M | -12.4% | -25.5% | +13.1% | -10.6% |
| YTD | -3.9% | -11.4% | +7.5% | -4.7% |
| 1Y | +18.4% | +48.6% | -30.2% | +12.1% |
| 3Y | +88.8% | +166.9% | -78.0% | +67.3% |
| All | +92.0% | +154.2% | -62.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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