+208.0%
CRH vs PENG
+710.3%
-502.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.1% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | -13.1% | -15.2% | +2.1% | -11.0% |
| 3M | -12.0% | -16.9% | +4.9% | -12.0% |
| 6M | -16.9% | +161.5% | -178.4% | -34.0% |
| YTD | -29.0% | +148.6% | -177.5% | -43.2% |
| 1Y | -20.3% | +89.6% | -110.0% | -33.6% |
| 3Y | +69.2% | +99.8% | -30.5% | +29.9% |
| 5Y | +94.6% | +100.9% | -6.3% | +44.2% |
| All | +208.0% | +710.3% | -502.4% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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