+73.2%
CRH vs PENG
+107.0%
-33.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -3.6% | +7.3% | -10.9% | -4.4% |
| 30D | -10.8% | -7.5% | -3.4% | -10.2% |
| 3M | -13.5% | -17.2% | +3.7% | -13.4% |
| 6M | -15.4% | +176.7% | -192.2% | -32.2% |
| YTD | -27.6% | +161.0% | -188.6% | -41.6% |
| 1Y | -18.4% | +108.8% | -127.2% | -32.3% |
| All | +73.2% | +107.0% | -33.8% | +36.8% |
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