+687.6%
CRH vs PSLV
+109.5%
+578.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -6.1% | -3.5% | -2.6% | -5.5% |
| 30D | -9.3% | -2.1% | -7.1% | -9.0% |
| 3M | -15.2% | -1.6% | -13.5% | -15.2% |
| 6M | -14.2% | -25.5% | +11.3% | -10.4% |
| YTD | -28.3% | -11.4% | -16.8% | -29.0% |
| 1Y | -21.8% | +48.6% | -70.4% | -30.3% |
| 3Y | +71.6% | +166.9% | -95.3% | +35.0% |
| 5Y | +96.6% | +152.4% | -55.8% | +54.5% |
| 10Y | +253.8% | +187.8% | +66.1% | +163.3% |
| All | +687.6% | +109.5% | +578.1% | +480.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling