+113.7%
CRH vs PCOR
-30.9%
+144.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +3.4% |
| 7D | -1.7% | -9.0% | +7.3% | +0.4% |
| 30D | -5.4% | +4.2% | -9.5% | -6.5% |
| 3M | -11.2% | +14.4% | -25.6% | -14.6% |
| 6M | -15.8% | +0.2% | -16.0% | -17.6% |
| YTD | -23.6% | -20.3% | -3.4% | -21.2% |
| 1Y | -14.6% | -16.1% | +1.5% | -13.6% |
| 3Y | +74.3% | -14.7% | +89.0% | +70.9% |
| 5Y | +103.7% | -43.2% | +146.8% | +95.6% |
| All | +113.7% | -30.9% | +144.7% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling