+6,101.6%
CRH vs PTC
+5,792.1%
+309.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | -3.6% | -13.6% | +10.0% | -1.8% |
| 30D | -10.8% | -14.7% | +3.8% | -9.0% |
| 3M | -13.5% | -5.9% | -7.6% | -13.2% |
| 6M | -15.4% | -21.1% | +5.7% | -13.4% |
| YTD | -27.6% | -26.0% | -1.6% | -25.2% |
| 1Y | -18.4% | -36.8% | +18.4% | -14.0% |
| 3Y | +72.5% | -10.3% | +82.8% | +73.1% |
| 5Y | +99.2% | +1.2% | +98.0% | +96.2% |
| 10Y | +257.0% | +198.3% | +58.8% | +208.4% |
| All | +6,101.6% | +5,792.1% | +309.5% | +4,424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling