+4,266.9%
CHRW vs PTC
+147.9%
+4,118.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +2.1% |
| 7D | -1.4% | -10.3% | +8.9% | +0.3% |
| 30D | -3.5% | +1.1% | -4.6% | -3.8% |
| 3M | -19.4% | +1.6% | -21.0% | -20.3% |
| 6M | -21.4% | -13.5% | -7.9% | -20.2% |
| YTD | -7.1% | -19.1% | +11.9% | -4.7% |
| 1Y | +17.8% | -33.9% | +51.7% | +25.0% |
| 3Y | +78.8% | -3.9% | +82.7% | +76.8% |
| 5Y | +83.5% | +6.0% | +77.5% | +76.7% |
| 10Y | +160.2% | +223.7% | -63.5% | +101.6% |
| All | +4,266.9% | +147.9% | +4,118.9% | +2,207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling