+1,131.3%
PSX vs CHRW
+226.8%
+904.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +2.8% | +1.9% | +0.9% | +2.2% |
| 30D | +27.8% | +0.9% | +26.8% | +27.2% |
| 3M | +42.0% | -19.9% | +61.9% | +50.3% |
| 6M | +58.1% | -15.8% | +73.9% | +63.2% |
| YTD | +105.0% | -5.6% | +110.6% | +101.7% |
| 1Y | +104.9% | +21.0% | +83.9% | +82.5% |
| 3Y | +134.1% | +86.0% | +48.0% | +73.4% |
| 5Y | +363.8% | +88.6% | +275.2% | +231.0% |
| 10Y | +370.1% | +169.3% | +200.8% | +185.3% |
| All | +1,131.3% | +226.8% | +904.5% | +561.4% |
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