+1,102.3%
PSX vs CHRW
+180.8%
+921.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.1% |
| 7D | -8.0% | +0.2% | -8.2% | -8.1% |
| 30D | -9.0% | -9.4% | +0.3% | -6.9% |
| 3M | +24.7% | -13.3% | +38.0% | +28.6% |
| 6M | +49.3% | -24.2% | +73.5% | +58.3% |
| YTD | +100.2% | -18.9% | +119.0% | +103.9% |
| 1Y | +88.8% | -12.4% | +101.2% | +87.0% |
| 3Y | +152.5% | +72.2% | +80.3% | +88.4% |
| 5Y | +283.2% | +53.4% | +229.8% | +190.3% |
| 10Y | +345.8% | +127.0% | +218.9% | +182.0% |
| All | +1,102.3% | +180.8% | +921.4% | +568.5% |
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