+57.5%
CHRW vs PTC
+60.7%
-3.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.3% | +0.5% | +6.8% | +7.2% |
| 30D | -3.6% | +1.2% | -4.8% | -3.7% |
| 3M | -9.6% | +27.4% | -36.9% | -13.1% |
| 6M | -17.0% | +39.2% | -56.2% | -22.5% |
| YTD | -15.4% | +12.5% | -27.9% | -16.0% |
| 1Y | -10.0% | +12.3% | -22.3% | -10.6% |
| 3Y | +82.2% | +28.8% | +53.3% | +69.6% |
| All | +57.5% | +60.7% | -3.2% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling