+34.0%
PCAR vs CHRW
+70.9%
-37.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.8% | -3.4% | +7.2% | +4.5% |
| 30D | -2.0% | -9.4% | +7.4% | -0.3% |
| 3M | -19.1% | -12.6% | -6.4% | -17.4% |
| 6M | -6.8% | -24.2% | +17.4% | -3.0% |
| YTD | -2.5% | -18.9% | +16.4% | -0.4% |
| 1Y | +9.7% | -13.7% | +23.3% | +10.6% |
| 3Y | +34.0% | +72.6% | -38.6% | +18.4% |
| All | +34.0% | +70.9% | -37.0% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling