+98.8%
CRH vs PCOR
-36.7%
+135.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -4.8% | -12.2% | +7.4% | -2.0% |
| 30D | -13.1% | -9.4% | -3.7% | -11.4% |
| 3M | -12.0% | +22.2% | -34.2% | -16.6% |
| 6M | -16.9% | -7.3% | -9.6% | -17.2% |
| YTD | -29.0% | -26.8% | -2.1% | -25.3% |
| 1Y | -20.3% | -22.2% | +1.9% | -18.1% |
| 3Y | +69.2% | -19.1% | +88.3% | +67.9% |
| 5Y | +94.6% | -42.4% | +137.1% | +89.5% |
| All | +98.8% | -36.7% | +135.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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