+101.7%
PSX vs CHRW
+21.4%
+80.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +2.8% | +1.9% | +0.9% | +2.8% |
| 30D | +27.8% | +0.9% | +26.8% | +27.7% |
| 3M | +42.0% | -19.9% | +61.9% | +43.1% |
| 6M | +58.1% | -15.8% | +73.9% | +58.9% |
| YTD | +105.0% | -5.6% | +110.6% | +106.6% |
| All | +101.7% | +21.4% | +80.3% | +105.2% |
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 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