+245.6%
CRH vs PFG
+251.1%
-5.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.5% |
| 7D | -6.1% | -0.4% | -5.6% | -5.8% |
| 30D | -9.3% | +2.9% | -12.2% | -10.9% |
| 3M | -15.2% | +6.7% | -21.9% | -18.5% |
| 6M | -14.2% | +33.8% | -48.0% | -27.0% |
| YTD | -28.3% | +35.0% | -63.2% | -39.4% |
| 1Y | -21.8% | +46.4% | -68.2% | -37.0% |
| 3Y | +71.6% | +71.7% | 0.0% | +25.5% |
| 5Y | +96.6% | +113.7% | -17.1% | +25.9% |
| All | +245.6% | +251.1% | -5.5% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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