+345.0%
PSX vs CHRW
+83.1%
+261.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +4.5% | -1.4% | +5.9% | +4.8% |
| 30D | +26.6% | -3.5% | +30.1% | +27.3% |
| 3M | +39.3% | -19.4% | +58.7% | +44.4% |
| 6M | +56.8% | -21.4% | +78.2% | +62.8% |
| YTD | +101.8% | -7.1% | +109.0% | +99.9% |
| 1Y | +99.6% | +17.8% | +81.8% | +84.4% |
| 3Y | +140.3% | +78.8% | +61.6% | +96.1% |
| All | +345.0% | +83.1% | +261.9% | +265.2% |
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