+245.6%
CRH vs PPL
+57.2%
+188.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.1% | -2.1% | -3.9% | -5.1% |
| 30D | -9.3% | -3.1% | -6.2% | -7.9% |
| 3M | -15.2% | -3.1% | -12.1% | -13.9% |
| 6M | -14.2% | -8.0% | -6.2% | -11.0% |
| YTD | -28.3% | -0.3% | -27.9% | -28.6% |
| 1Y | -21.8% | -2.2% | -19.6% | -21.6% |
| 3Y | +71.6% | +50.4% | +21.2% | +35.2% |
| 5Y | +96.6% | +36.9% | +59.7% | +61.8% |
| All | +245.6% | +57.2% | +188.4% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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