+2,393.1%
PWR vs CHRW
+182.4%
+2,210.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | -0.2% | +4.4% | -4.6% | -1.3% |
| 30D | -7.7% | +5.5% | -13.2% | -9.1% |
| 3M | -4.9% | -17.3% | +12.3% | -1.2% |
| 6M | +9.7% | -12.7% | +22.4% | +11.3% |
| YTD | +46.7% | -4.1% | +50.8% | +43.4% |
| 1Y | +58.7% | +21.2% | +37.5% | +43.0% |
| 3Y | +200.7% | +88.9% | +111.8% | +122.9% |
| 5Y | +438.6% | +93.1% | +345.5% | +281.0% |
| All | +2,393.1% | +182.4% | +2,210.7% | +1,317.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling