+245.6%
CRH vs PNR
+66.2%
+179.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -6.1% | -6.0% | 0.0% | -2.4% |
| 30D | -9.3% | -14.0% | +4.7% | -0.6% |
| 3M | -15.2% | -21.7% | +6.5% | -3.0% |
| 6M | -14.2% | -37.3% | +23.1% | +12.3% |
| YTD | -28.3% | -45.1% | +16.9% | +1.5% |
| 1Y | -21.8% | -49.1% | +27.4% | +16.0% |
| 3Y | +71.6% | -14.8% | +86.5% | +81.7% |
| 5Y | +96.6% | -21.0% | +117.6% | +111.8% |
| All | +245.6% | +66.2% | +179.5% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling