+71.6%
CRH vs PFGC
+58.8%
+12.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.1% | -4.8% | -1.3% | -4.0% |
| 30D | -9.3% | -12.5% | +3.3% | -4.0% |
| 3M | -15.2% | -9.7% | -5.5% | -11.6% |
| 6M | -14.2% | +7.0% | -21.2% | -16.9% |
| YTD | -28.3% | +4.5% | -32.7% | -30.5% |
| 1Y | -21.8% | -11.6% | -10.2% | -18.4% |
| 3Y | +71.6% | +58.5% | +13.1% | +37.7% |
| All | +71.6% | +58.8% | +12.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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