-76.7%
PCG vs CHRW
+131.6%
-208.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +0.1% | -9.4% | +9.4% | +1.1% |
| 3M | -24.4% | -13.3% | -11.2% | -23.4% |
| 6M | -17.7% | -24.2% | +6.5% | -15.7% |
| YTD | -17.4% | -18.9% | +1.4% | -16.8% |
| 1Y | -19.4% | -12.4% | -7.0% | -19.8% |
| 3Y | -18.6% | +72.2% | -90.8% | -27.7% |
| 5Y | +10.2% | +53.4% | -43.2% | -1.3% |
| 10Y | -76.7% | +127.0% | -203.6% | -80.8% |
| All | -76.7% | +131.6% | -208.3% | -80.8% |
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