+406.3%
PWR vs CHRW
+53.7%
+352.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -11.2% | -3.4% | -7.9% | -10.8% |
| 30D | -17.4% | -9.4% | -8.0% | -16.6% |
| 3M | -11.7% | -12.6% | +0.9% | -10.7% |
| 6M | -21.7% | -24.2% | +2.5% | -19.8% |
| YTD | +38.3% | -18.9% | +57.1% | +38.6% |
| 1Y | +29.6% | -13.7% | +43.3% | +28.3% |
| 3Y | +236.1% | +72.6% | +163.6% | +176.8% |
| 5Y | +406.3% | +55.6% | +350.8% | +314.4% |
| All | +406.3% | +53.7% | +352.7% | +314.4% |
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 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