+64.9%
CRH vs PENG
+209.7%
-144.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.2% |
| 7D | -1.3% | +13.2% | -14.6% | -2.7% |
| 30D | +18.1% | -29.9% | +48.0% | +21.7% |
| 3M | -3.9% | -22.2% | +18.4% | -3.1% |
| 6M | -13.3% | -1.9% | -11.4% | -19.3% |
| YTD | -24.2% | +142.1% | -166.3% | -42.3% |
| 1Y | -14.9% | +151.5% | -166.4% | -35.8% |
| 3Y | +64.9% | +206.9% | -142.0% | +25.9% |
| All | +64.9% | +209.7% | -144.9% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling