-18.4%
PCG vs CHRW
-20.8%
+2.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -1.4% |
| 7D | 0.0% | +0.7% | -0.7% | +0.1% |
| 30D | +5.8% | -5.0% | +10.8% | +5.5% |
| 3M | -22.8% | -16.1% | -6.7% | -23.4% |
| 6M | -18.4% | -22.6% | +4.2% | -16.7% |
| All | -18.4% | -20.8% | +2.4% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling