-76.0%
PCG vs CHRW
+163.9%
-239.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.3% |
| 7D | -13.9% | -1.4% | -12.5% | -13.7% |
| 30D | -16.9% | -3.5% | -13.4% | -16.5% |
| 3M | -14.7% | -19.4% | +4.7% | -12.9% |
| 6M | -23.8% | -21.4% | -2.4% | -22.1% |
| YTD | -10.5% | -7.1% | -3.4% | -11.0% |
| 1Y | -5.1% | +17.8% | -22.9% | -9.2% |
| 3Y | -11.6% | +78.8% | -90.4% | -21.4% |
| 5Y | +59.0% | +83.5% | -24.5% | +39.7% |
| All | -76.0% | +163.9% | -239.9% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling