+3,949.5%
PCAR vs CHRW
+3,527.3%
+422.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.5% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | -4.6% | -7.3% | +2.7% | -2.1% |
| 3M | -22.6% | -14.2% | -8.4% | -18.7% |
| 6M | -12.0% | -25.1% | +13.1% | -3.9% |
| YTD | -6.1% | -21.2% | +15.1% | -1.1% |
| 1Y | +6.3% | -14.2% | +20.5% | +8.1% |
| 3Y | +31.8% | +63.5% | -31.7% | -2.4% |
| 5Y | +104.2% | +49.6% | +54.6% | +52.0% |
| 10Y | +302.9% | +129.4% | +173.6% | +140.5% |
| All | +3,949.5% | +3,527.3% | +422.2% | +1,128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling