+54.5%
PCG vs CHRW
+83.1%
-28.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 6M | -23.8% | -21.4% | -2.4% | -22.2% |
| YTD | -10.5% | -7.1% | -3.4% | -11.2% |
| 1Y | -5.1% | +17.8% | -22.9% | -9.6% |
| 3Y | -11.6% | +78.8% | -90.4% | -22.2% |
| All | +54.5% | +83.1% | -28.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling