+6,442.4%
CRH vs PPL
+2,096.5%
+4,345.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.7% | +2.7% | -4.3% | -2.6% |
| 30D | -5.4% | +0.5% | -5.8% | -5.6% |
| 3M | -11.2% | +0.7% | -11.9% | -11.4% |
| 6M | -15.8% | -7.6% | -8.2% | -13.7% |
| YTD | -23.6% | +1.8% | -25.4% | -24.4% |
| 1Y | -14.6% | -0.8% | -13.8% | -14.8% |
| 3Y | +74.3% | +56.9% | +17.4% | +46.6% |
| 5Y | +103.7% | +39.5% | +64.2% | +78.1% |
| 10Y | +261.4% | +55.4% | +206.0% | +199.5% |
| All | +6,442.4% | +2,096.5% | +4,345.9% | +4,478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling