+6,046.1%
CRH vs PPG
+2,583.7%
+3,462.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -6.1% | -6.2% | +0.2% | -3.2% |
| 30D | -9.3% | -7.9% | -1.3% | -5.6% |
| 3M | -15.2% | -10.2% | -5.0% | -10.8% |
| 6M | -14.2% | +2.7% | -16.9% | -15.1% |
| YTD | -28.3% | +4.9% | -33.1% | -29.9% |
| 1Y | -21.8% | -3.2% | -18.6% | -20.9% |
| 3Y | +71.6% | -17.0% | +88.6% | +85.5% |
| 5Y | +96.6% | -23.3% | +119.9% | +118.6% |
| 10Y | +253.8% | +26.4% | +227.4% | +216.2% |
| All | +6,046.1% | +2,583.7% | +3,462.4% | +3,416.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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