+172.3%
PCAR vs CHRW
+83.1%
+89.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | -6.2% | -3.5% | -2.8% | -5.6% |
| 3M | +5.9% | -19.4% | +25.3% | +10.3% |
| 6M | +0.4% | -21.4% | +21.8% | +4.9% |
| YTD | +14.8% | -7.1% | +22.0% | +14.7% |
| 1Y | +30.1% | +17.8% | +12.3% | +22.0% |
| 3Y | +66.7% | +78.8% | -12.1% | +39.0% |
| All | +172.3% | +83.1% | +89.2% | +117.2% |
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