+94.1%
CRH vs PGR
+159.7%
-65.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | -9.3% | +4.9% | -14.2% | -10.2% |
| 3M | -15.2% | +7.6% | -22.8% | -16.8% |
| 6M | -14.2% | +8.3% | -22.5% | -16.1% |
| YTD | -28.3% | +1.7% | -30.0% | -28.9% |
| 1Y | -21.8% | -6.8% | -14.9% | -20.8% |
| 3Y | +71.6% | +73.4% | -1.8% | +44.4% |
| All | +94.1% | +159.7% | -65.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 5y: compounded portfolio wealth divided by compounded PGR 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…
5y analysis · Full analysis span regression · 6 months rolling