+117.4%
PM vs CHRW
+83.1%
+34.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.0% |
| 7D | -4.9% | -1.4% | -3.5% | -4.8% |
| 30D | -3.4% | -3.5% | +0.1% | -3.3% |
| 3M | +5.2% | -19.4% | +24.6% | +5.7% |
| 6M | +3.7% | -21.4% | +25.1% | +4.3% |
| YTD | +15.8% | -7.1% | +22.9% | +15.1% |
| 1Y | +17.4% | +17.8% | -0.5% | +14.6% |
| 3Y | +116.9% | +78.8% | +38.1% | +100.8% |
| All | +117.4% | +83.1% | +34.3% | +91.2% |
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 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