+64.4%
PPL vs CHRW
+131.6%
-67.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +4.2% | -9.4% | +13.6% | +5.4% |
| 3M | +1.5% | -13.3% | +14.8% | +3.1% |
| 6M | +1.0% | -24.2% | +25.2% | +4.0% |
| YTD | +4.4% | -18.9% | +23.3% | +5.3% |
| 1Y | +0.8% | -12.4% | +13.1% | +0.2% |
| 3Y | +56.5% | +72.2% | -15.8% | +33.5% |
| 5Y | +47.7% | +53.4% | -5.7% | +26.6% |
| 10Y | +64.4% | +127.0% | -62.5% | +28.0% |
| All | +64.4% | +131.6% | -67.2% | +28.0% |
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