+6,046.1%
CRH vs PSA
+13,925.1%
-7,879.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.1% | -1.8% | -4.2% | -5.4% |
| 30D | -9.3% | -8.4% | -0.9% | -6.3% |
| 3M | -15.2% | -7.8% | -7.4% | -12.6% |
| 6M | -14.2% | +0.8% | -15.0% | -14.5% |
| YTD | -28.3% | +16.5% | -44.7% | -32.3% |
| 1Y | -21.8% | +4.7% | -26.5% | -23.4% |
| 3Y | +71.6% | +21.1% | +50.6% | +57.6% |
| 5Y | +96.6% | +14.2% | +82.4% | +82.3% |
| 10Y | +253.8% | +102.6% | +151.3% | +160.5% |
| All | +6,046.1% | +13,925.1% | -7,879.0% | +2,349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling