0.0%
PG vs CHRW
+87.9%
-87.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -2.7% | +4.4% | -7.0% | -2.8% |
| 30D | -1.5% | +5.5% | -7.0% | -1.7% |
| 3M | -3.4% | -17.3% | +13.9% | -2.9% |
| 6M | -7.0% | -12.7% | +5.7% | -6.8% |
| YTD | +2.0% | -4.1% | +6.1% | +1.5% |
| 1Y | -6.5% | +21.2% | -27.7% | -8.2% |
| All | 0.0% | +87.9% | -87.9% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling