-16.6%
CRH vs PNR
-33.6%
+17.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.1% |
| 7D | +5.3% | +6.0% | -0.6% | +3.0% |
| 30D | +14.2% | +32.4% | -18.3% | +1.9% |
| 3M | -4.2% | +1.6% | -5.7% | -4.3% |
| 6M | -14.5% | -9.5% | -5.0% | -10.9% |
| YTD | -22.7% | -32.0% | +9.3% | -8.4% |
| 1Y | -16.6% | -34.4% | +17.8% | +1.4% |
| All | -16.6% | -33.6% | +17.1% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling