-21.8%
CRH vs PTC
-36.4%
+14.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.0% |
| 7D | -6.1% | -7.3% | +1.2% | -5.8% |
| 30D | -9.3% | -11.6% | +2.4% | -9.0% |
| 3M | -15.2% | +10.5% | -25.7% | -15.8% |
| 6M | -14.2% | -17.8% | +3.6% | -11.1% |
| YTD | -28.3% | -24.9% | -3.3% | -24.1% |
| 1Y | -21.8% | -36.8% | +15.1% | -11.7% |
| All | -21.8% | -36.4% | +14.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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