+198.6%
PM vs CHRW
+168.2%
+30.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -1.3% | +1.9% | -3.2% | -1.5% |
| 30D | -2.6% | +0.9% | -3.5% | -2.7% |
| 3M | +5.8% | -19.9% | +25.7% | +8.2% |
| 6M | +10.6% | -15.8% | +26.4% | +12.0% |
| YTD | +17.2% | -5.6% | +22.7% | +16.0% |
| 1Y | +17.6% | +21.0% | -3.4% | +11.3% |
| 3Y | +124.3% | +86.0% | +38.2% | +91.2% |
| 5Y | +125.1% | +88.6% | +36.4% | +85.9% |
| 10Y | +198.6% | +169.3% | +29.3% | +116.7% |
| All | +198.6% | +168.2% | +30.4% | +116.7% |
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 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