-21.8%
CRH vs PRU
+18.7%
-40.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.1% | -2.3% | -3.8% | -5.1% |
| 30D | -9.3% | -1.7% | -7.5% | -8.7% |
| 3M | -15.2% | +13.2% | -28.4% | -19.6% |
| 6M | -14.2% | +28.8% | -43.0% | -23.4% |
| YTD | -28.3% | +9.8% | -38.0% | -32.8% |
| 1Y | -21.8% | +17.4% | -39.1% | -29.1% |
| All | -21.8% | +18.7% | -40.5% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling