+28.9%
PM vs CHRW
-12.5%
+41.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.3% |
| 7D | -7.3% | +0.2% | -7.5% | -7.2% |
| 30D | -4.0% | -9.4% | +5.3% | -4.3% |
| 3M | +2.7% | -13.3% | +16.0% | +2.1% |
| 6M | +14.9% | -24.2% | +39.0% | +13.6% |
| YTD | +23.5% | -18.9% | +42.4% | +23.0% |
| All | +28.9% | -12.5% | +41.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling