+362.4%
PCAR vs CRH
+253.3%
+109.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -1.6% | -6.1% | +4.5% | +1.0% |
| 30D | -6.4% | -9.3% | +2.9% | -2.5% |
| 3M | +4.7% | -15.2% | +19.8% | +11.9% |
| 6M | +4.5% | -14.2% | +18.7% | +10.9% |
| YTD | +13.0% | -28.3% | +41.3% | +28.8% |
| 1Y | +23.6% | -21.8% | +45.4% | +35.1% |
| 3Y | +60.7% | +71.6% | -10.9% | +20.4% |
| 5Y | +164.5% | +96.6% | +67.9% | +81.5% |
| All | +362.4% | +253.3% | +109.1% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling