+8,390.6%
PWR vs CHRW
+4,161.5%
+4,229.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +3.6% | -1.4% | +5.0% | +4.2% |
| 30D | -8.6% | -3.5% | -5.1% | -7.5% |
| 3M | -13.2% | -19.4% | +6.2% | -7.4% |
| 6M | +9.9% | -21.4% | +31.3% | +17.0% |
| YTD | +48.0% | -7.1% | +55.2% | +45.8% |
| 1Y | +66.2% | +17.8% | +48.3% | +47.0% |
| 3Y | +195.1% | +78.8% | +116.3% | +108.2% |
| 5Y | +442.6% | +83.5% | +359.0% | +267.2% |
| 10Y | +2,334.2% | +160.2% | +2,174.0% | +1,264.9% |
| All | +8,390.6% | +4,161.5% | +4,229.1% | +2,183.5% |
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