+110.8%
CRH vs PCOR
-11.9%
+122.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.3% | +3.0% | -4.4% | -2.0% |
| 30D | +18.1% | +38.7% | -20.6% | +9.1% |
| 3M | -3.9% | +24.9% | -28.7% | -9.4% |
| 6M | -13.3% | +68.8% | -82.1% | -24.8% |
| YTD | -24.2% | +6.7% | -30.9% | -27.2% |
| 1Y | -14.9% | +3.0% | -17.9% | -17.5% |
| 3Y | +64.9% | +48.6% | +16.3% | +41.3% |
| All | +110.8% | -11.9% | +122.7% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling