+763.1%
PM vs CHRW
+315.8%
+447.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.2% |
| 7D | -4.9% | -1.4% | -3.5% | -4.6% |
| 30D | -3.4% | -3.5% | +0.1% | -2.8% |
| 3M | +5.2% | -19.4% | +24.6% | +9.1% |
| 6M | +3.7% | -21.4% | +25.1% | +7.5% |
| YTD | +15.8% | -7.1% | +22.9% | +14.7% |
| 1Y | +17.4% | +17.8% | -0.5% | +9.2% |
| 3Y | +116.9% | +78.8% | +38.1% | +76.7% |
| 5Y | +117.3% | +83.5% | +33.8% | +70.9% |
| 10Y | +193.8% | +160.2% | +33.5% | +99.7% |
| All | +763.1% | +315.8% | +447.4% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling