+234.7%
PM vs CHRW
+131.6%
+103.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.7% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -4.0% | -9.4% | +5.3% | -3.0% |
| 3M | +2.7% | -13.3% | +16.0% | +4.1% |
| 6M | +14.9% | -24.2% | +39.0% | +17.6% |
| YTD | +23.5% | -18.9% | +42.4% | +24.1% |
| 1Y | +30.4% | -12.4% | +42.7% | +29.3% |
| 3Y | +143.2% | +72.2% | +71.0% | +107.3% |
| 5Y | +159.5% | +53.4% | +106.1% | +121.5% |
| 10Y | +234.7% | +127.0% | +107.7% | +163.2% |
| All | +234.7% | +131.6% | +103.0% | +163.2% |
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