-76.3%
PCG vs CRH
+253.3%
-329.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.0% |
| 7D | -3.5% | -6.1% | +2.6% | -1.3% |
| 30D | -20.6% | -9.3% | -11.3% | -17.8% |
| 3M | -17.6% | -15.2% | -2.4% | -12.7% |
| 6M | -23.5% | -14.2% | -9.3% | -19.8% |
| YTD | -13.6% | -28.3% | +14.6% | -3.4% |
| 1Y | -11.3% | -21.8% | +10.4% | -4.7% |
| 3Y | -16.9% | +71.6% | -88.5% | -38.8% |
| 5Y | +50.8% | +96.6% | -45.8% | +1.0% |
| All | -76.3% | +253.3% | -329.6% | -88.5% |
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