-14.6%
CRH vs PSLV
+57.1%
-71.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -1.7% | -0.6% | -1.0% | -1.6% |
| 30D | -5.4% | +7.3% | -12.6% | -6.2% |
| 3M | -11.2% | -7.4% | -3.8% | -10.7% |
| 6M | -15.8% | -20.3% | +4.4% | -14.6% |
| YTD | -23.6% | -8.2% | -15.4% | -23.3% |
| 1Y | -14.6% | +57.9% | -72.5% | -18.4% |
| All | -14.6% | +57.1% | -71.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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