+73.2%
CRH vs PCOR
-18.2%
+91.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.3% | -0.6% |
| 7D | -3.6% | -9.0% | +5.4% | -1.6% |
| 30D | -10.8% | -7.0% | -3.8% | -9.6% |
| 3M | -13.5% | +18.3% | -31.8% | -17.5% |
| 6M | -15.4% | -7.8% | -7.6% | -15.4% |
| YTD | -27.6% | -25.6% | -2.0% | -23.1% |
| 1Y | -18.4% | -22.7% | +4.3% | -15.2% |
| All | +73.2% | -18.2% | +91.3% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling