+295.0%
PCAR vs CHRW
+131.8%
+163.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +0.3% | -4.3% | +4.6% | +1.4% |
| 3M | -17.9% | -7.4% | -10.5% | -16.6% |
| 6M | -3.4% | -20.7% | +17.3% | +1.7% |
| YTD | -0.1% | -15.9% | +15.8% | +1.9% |
| 1Y | +13.4% | -9.9% | +23.3% | +12.9% |
| 3Y | +37.2% | +79.0% | -41.8% | +2.9% |
| 5Y | +117.3% | +61.3% | +56.0% | +64.1% |
| 10Y | +295.0% | +128.5% | +166.4% | +140.7% |
| All | +295.0% | +131.8% | +163.2% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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