-24.0%
PFE vs CHRW
+62.5%
-86.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -2.1% | +4.7% | -6.8% | -2.6% |
| 30D | +3.1% | -2.6% | +5.7% | +3.3% |
| 3M | +11.2% | -8.0% | +19.2% | +11.8% |
| 6M | +15.0% | -19.0% | +34.1% | +16.8% |
| YTD | +23.5% | -15.5% | +39.0% | +24.0% |
| 1Y | +18.9% | -10.8% | +29.7% | +18.5% |
| 3Y | +18.7% | +79.8% | -61.1% | +6.5% |
| 5Y | -24.0% | +59.3% | -83.3% | -26.7% |
| All | -24.0% | +62.5% | -86.5% | -26.7% |
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 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