-11.1%
PCG vs CHRW
+86.2%
-97.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +3.5% |
| 7D | +5.4% | +1.9% | +3.5% | +5.2% |
| 30D | -15.1% | +0.9% | -16.1% | -15.2% |
| 3M | -9.8% | -19.9% | +10.1% | -8.4% |
| 6M | -18.0% | -15.8% | -2.2% | -17.3% |
| YTD | -7.2% | -5.6% | -1.7% | -8.4% |
| 1Y | +2.9% | +21.0% | -18.2% | -2.1% |
| 3Y | -11.1% | +86.0% | -97.1% | -21.7% |
| All | -11.1% | +86.2% | -97.3% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling