+127.0%
CHRW vs PTC
+326.2%
-199.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | -9.4% | +0.7% | -10.1% | -9.5% |
| 3M | -13.3% | +32.6% | -45.9% | -18.7% |
| 6M | -24.2% | +33.6% | -57.7% | -29.5% |
| YTD | -18.9% | +12.4% | -31.3% | -21.6% |
| 1Y | -12.4% | +11.2% | -23.6% | -15.2% |
| 3Y | +72.2% | +31.7% | +40.6% | +58.5% |
| 5Y | +53.4% | +60.1% | -6.7% | +33.0% |
| 10Y | +127.0% | +317.2% | -190.2% | +64.4% |
| All | +127.0% | +326.2% | -199.2% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling