+206.8%
CHRW vs PSLV
+115.4%
+91.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +1.9% | +2.7% | -0.7% | +1.8% |
| 30D | +0.9% | +3.5% | -2.5% | +0.7% |
| 3M | -19.9% | +0.3% | -20.2% | -20.0% |
| 6M | -15.8% | -21.0% | +5.2% | -14.9% |
| YTD | -5.6% | -8.9% | +3.3% | -6.0% |
| 1Y | +21.0% | +54.0% | -32.9% | +16.8% |
| 3Y | +86.0% | +175.4% | -89.4% | +72.8% |
| 5Y | +88.6% | +157.7% | -69.0% | +75.0% |
| 10Y | +169.3% | +184.9% | -15.6% | +146.9% |
| All | +206.8% | +115.4% | +91.4% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling