-16.6%
CRH vs PBR
+64.4%
-81.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -4.3% |
| 7D | +5.3% | -14.2% | +19.5% | +2.1% |
| 30D | +14.2% | -21.0% | +35.2% | +9.4% |
| 3M | -4.2% | +5.4% | -9.6% | -1.8% |
| 6M | -14.5% | -10.4% | -4.1% | -13.7% |
| YTD | -22.7% | +65.5% | -88.2% | -15.7% |
| 1Y | -16.6% | +61.6% | -78.1% | -8.1% |
| All | -16.6% | +64.4% | -81.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling