+1,084.2%
CRH vs PFG
+998.8%
+85.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -4.8% | -3.0% | -1.8% | -3.6% |
| 30D | -13.1% | +2.5% | -15.6% | -14.1% |
| 3M | -12.0% | +6.1% | -18.0% | -14.3% |
| 6M | -16.9% | +31.3% | -48.2% | -25.6% |
| YTD | -29.0% | +33.6% | -62.5% | -37.0% |
| 1Y | -20.3% | +48.5% | -68.9% | -32.3% |
| 3Y | +69.2% | +69.6% | -0.4% | +35.7% |
| 5Y | +94.6% | +111.5% | -16.8% | +42.4% |
| 10Y | +250.3% | +244.2% | +6.1% | +104.2% |
| All | +1,084.2% | +998.8% | +85.3% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling