+60.5%
PCAR vs CRH
+68.8%
-8.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | -1.6% | -4.8% | +3.2% | +0.2% |
| 30D | -7.3% | -13.1% | +5.8% | -2.5% |
| 3M | +7.8% | -12.0% | +19.8% | +12.7% |
| 6M | +3.6% | -16.9% | +20.5% | +10.4% |
| YTD | +12.9% | -29.0% | +41.8% | +26.4% |
| 1Y | +27.3% | -20.3% | +47.6% | +36.4% |
| All | +60.5% | +68.8% | -8.2% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling