-22.6%
CRH vs PENG
+88.7%
-111.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.6% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | -13.1% | -15.2% | +2.1% | -12.3% |
| 3M | -12.0% | -16.9% | +4.9% | -12.4% |
| 6M | -16.9% | +161.5% | -178.4% | -34.6% |
| YTD | -29.0% | +148.6% | -177.5% | -43.6% |
| All | -22.6% | +88.7% | -111.2% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling