+245.6%
CRH vs PSA
+102.6%
+143.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.1% | -1.8% | -4.2% | -5.3% |
| 30D | -9.3% | -8.4% | -0.9% | -5.9% |
| 3M | -15.2% | -7.8% | -7.4% | -12.3% |
| 6M | -14.2% | +0.8% | -15.0% | -14.5% |
| YTD | -28.3% | +16.5% | -44.7% | -32.7% |
| 1Y | -21.8% | +4.7% | -26.5% | -23.6% |
| 3Y | +71.6% | +21.1% | +50.6% | +55.2% |
| 5Y | +96.6% | +14.2% | +82.4% | +79.3% |
| All | +245.6% | +102.6% | +143.0% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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