+71.6%
CRH vs PTC
-9.2%
+80.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -6.1% | -7.3% | +1.2% | -4.2% |
| 30D | -9.3% | -11.6% | +2.4% | -6.6% |
| 3M | -15.2% | +10.5% | -25.7% | -18.3% |
| 6M | -14.2% | -17.8% | +3.6% | -9.6% |
| YTD | -28.3% | -24.9% | -3.3% | -21.8% |
| 1Y | -21.8% | -36.8% | +15.1% | -8.7% |
| 3Y | +71.6% | -8.7% | +80.3% | +62.5% |
| All | +71.6% | -9.2% | +80.9% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling