+117.3%
PCAR vs CHRW
+60.9%
+56.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.6% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +0.3% | -4.3% | +4.6% | +1.1% |
| 3M | -17.9% | -7.4% | -10.5% | -17.0% |
| 6M | -3.4% | -20.7% | +17.3% | +0.3% |
| YTD | -0.1% | -15.9% | +15.8% | +1.5% |
| 1Y | +13.4% | -9.9% | +23.3% | +13.3% |
| 3Y | +37.2% | +79.0% | -41.8% | +13.2% |
| 5Y | +117.3% | +61.3% | +56.0% | +79.2% |
| All | +117.3% | +60.9% | +56.4% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling