+6,046.1%
CRH vs PGR
+42,507.8%
-36,461.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | -9.3% | +4.9% | -14.2% | -10.6% |
| 3M | -15.2% | +7.6% | -22.8% | -17.4% |
| 6M | -14.2% | +8.3% | -22.5% | -16.9% |
| YTD | -28.3% | +1.7% | -30.0% | -29.3% |
| 1Y | -21.8% | -6.8% | -14.9% | -21.1% |
| 3Y | +71.6% | +73.4% | -1.8% | +41.7% |
| 5Y | +96.6% | +161.2% | -64.6% | +41.3% |
| 10Y | +253.8% | +819.5% | -565.6% | +76.6% |
| All | +6,046.1% | +42,507.8% | -36,461.7% | +2,751.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling