+94.6%
CRH vs PPL
+35.3%
+59.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -4.8% | -2.6% | -2.2% | -3.7% |
| 30D | -13.1% | -3.0% | -10.1% | -12.0% |
| 3M | -12.0% | -3.9% | -8.1% | -10.5% |
| 6M | -16.9% | -8.9% | -8.0% | -13.8% |
| YTD | -29.0% | -0.8% | -28.2% | -29.2% |
| 1Y | -20.3% | -2.1% | -18.2% | -20.2% |
| 3Y | +69.2% | +51.4% | +17.8% | +32.8% |
| 5Y | +94.6% | +36.3% | +58.4% | +60.6% |
| All | +94.6% | +35.3% | +59.3% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling