+5.5%
PCG vs CHRW
+3,527.3%
-3,521.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +1.4% | -7.3% | +8.7% | +2.3% |
| 3M | -23.4% | -14.2% | -9.2% | -21.9% |
| 6M | -19.4% | -25.1% | +5.7% | -16.7% |
| YTD | -18.5% | -21.2% | +2.7% | -17.0% |
| 1Y | -19.5% | -14.2% | -5.4% | -19.2% |
| 3Y | -21.0% | +63.5% | -84.5% | -29.6% |
| 5Y | +13.7% | +49.6% | -35.9% | +1.5% |
| 10Y | -77.2% | +129.4% | -206.5% | -81.5% |
| All | +5.5% | +3,527.3% | -3,521.8% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling