+995.9%
CRH vs PRU
+786.9%
+209.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.0% |
| 7D | -0.6% | +1.9% | -2.6% | -1.4% |
| 30D | -9.5% | -0.4% | -9.0% | -9.3% |
| 3M | -10.4% | +16.4% | -26.8% | -15.9% |
| 6M | -14.2% | +26.0% | -40.2% | -22.0% |
| YTD | -26.6% | +9.9% | -36.5% | -29.6% |
| 1Y | -18.2% | +18.8% | -37.0% | -24.1% |
| 3Y | +74.9% | +45.3% | +29.6% | +49.1% |
| 5Y | +101.7% | +45.6% | +56.1% | +71.4% |
| 10Y | +249.4% | +139.6% | +109.8% | +135.1% |
| All | +995.9% | +786.9% | +209.0% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling