+116.1%
PG vs CHRW
+183.1%
-67.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | +3.5% | -4.3% | -1.2% |
| 30D | +0.8% | +4.6% | -3.8% | +0.2% |
| 3M | -1.3% | -19.7% | +18.4% | +1.0% |
| 6M | -3.8% | -12.4% | +8.6% | -2.9% |
| YTD | +3.6% | -3.9% | +7.5% | +2.6% |
| 1Y | -5.7% | +18.4% | -24.1% | -9.8% |
| 3Y | +1.6% | +88.8% | -87.3% | -11.5% |
| 5Y | +14.6% | +93.5% | -78.9% | -2.8% |
| All | +116.1% | +183.1% | -67.0% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling