+17.0%
PG vs CHRW
-10.6%
+27.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +5.7% | +4.9% | +0.8% | +5.7% |
| 30D | +15.4% | -4.8% | +20.2% | +15.4% |
| 3M | +13.8% | -13.1% | +26.9% | +13.8% |
| 6M | +18.3% | -16.3% | +34.7% | +17.9% |
| YTD | +20.1% | -15.8% | +36.0% | +20.3% |
| 1Y | +17.0% | -11.1% | +28.1% | +17.7% |
| All | +17.0% | -10.6% | +27.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling