+1,091.2%
PSX vs CHRW
+180.8%
+910.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -7.8% | -3.4% | -4.4% | -6.9% |
| 30D | -9.9% | -9.4% | -0.5% | -7.8% |
| 3M | +16.9% | -12.6% | +29.6% | +20.3% |
| 6M | +48.0% | -24.2% | +72.1% | +56.8% |
| YTD | +98.3% | -18.9% | +117.2% | +102.0% |
| 1Y | +86.2% | -13.7% | +99.9% | +85.3% |
| 3Y | +144.0% | +72.6% | +71.4% | +81.9% |
| 5Y | +287.7% | +55.6% | +232.2% | +192.0% |
| 10Y | +338.3% | +122.7% | +215.6% | +179.0% |
| All | +1,091.2% | +180.8% | +910.4% | +562.4% |
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