+8,168.1%
PWR vs CHRW
+3,760.9%
+4,407.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +2.8% |
| 7D | +4.7% | -0.1% | +4.8% | +5.0% |
| 30D | -12.5% | -4.3% | -8.2% | -11.5% |
| 3M | -9.3% | -7.4% | -1.9% | -7.9% |
| 6M | -22.2% | -20.7% | -1.5% | -17.9% |
| YTD | +44.2% | -15.9% | +60.0% | +45.7% |
| 1Y | +35.5% | -9.9% | +45.4% | +33.2% |
| 3Y | +250.4% | +79.0% | +171.5% | +143.0% |
| 5Y | +425.6% | +61.3% | +364.3% | +270.7% |
| 10Y | +1,874.2% | +128.5% | +1,745.7% | +1,051.3% |
| All | +8,168.1% | +3,760.9% | +4,407.2% | +2,181.4% |
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