-19.4%
PCG vs CHRW
-11.0%
-8.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.2% | +7.3% | -5.1% | +2.1% |
| 30D | +0.8% | -3.6% | +4.3% | +0.7% |
| 3M | -23.8% | -9.6% | -14.2% | -23.9% |
| 6M | -19.6% | -17.0% | -2.6% | -20.1% |
| YTD | -16.7% | -15.4% | -1.3% | -19.9% |
| 1Y | -19.4% | -10.0% | -9.4% | -22.9% |
| All | -19.4% | -11.0% | -8.4% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling