+12.8%
PG vs CHRW
+94.0%
-81.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -2.7% | +4.4% | -7.0% | -3.0% |
| 30D | -1.5% | +5.5% | -7.0% | -1.9% |
| 3M | -3.4% | -17.3% | +13.9% | -2.4% |
| 6M | -7.0% | -12.7% | +5.7% | -6.6% |
| YTD | +2.0% | -4.1% | +6.1% | +1.4% |
| 1Y | -6.5% | +21.2% | -27.7% | -9.1% |
| 3Y | +1.2% | +88.9% | -87.7% | -6.6% |
| 5Y | +12.8% | +93.1% | -80.3% | +2.9% |
| All | +12.8% | +94.0% | -81.2% | +2.9% |
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 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