+4,136.3%
PCAR vs CHRW
+3,789.5%
+346.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.9% |
| 7D | +2.1% | +4.7% | -2.6% | +0.3% |
| 30D | -1.2% | -2.6% | +1.4% | -0.6% |
| 3M | -18.6% | -8.0% | -10.6% | -16.8% |
| 6M | -5.1% | -19.0% | +13.9% | +0.5% |
| YTD | -1.8% | -15.5% | +13.7% | +0.7% |
| 1Y | +10.6% | -10.8% | +21.5% | +10.9% |
| 3Y | +34.9% | +79.8% | -44.9% | -3.8% |
| 5Y | +114.0% | +59.3% | +54.7% | +55.5% |
| 10Y | +288.4% | +129.6% | +158.8% | +132.3% |
| All | +4,136.3% | +3,789.5% | +346.8% | +1,150.2% |
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 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