+21.0%
CHRW vs PTC
-38.1%
+59.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +1.9% |
| 7D | +1.9% | -12.8% | +14.7% | +2.6% |
| 30D | +0.9% | -9.8% | +10.7% | +1.4% |
| 3M | -19.9% | -2.1% | -17.8% | -18.6% |
| 6M | -15.8% | -18.1% | +2.3% | -8.6% |
| YTD | -5.6% | -23.5% | +17.9% | +3.4% |
| 1Y | +21.0% | -37.4% | +58.4% | +38.6% |
| All | +21.0% | -38.1% | +59.1% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling