-15.5%
PCG vs CRH
+68.8%
-84.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | +0.5% | -4.8% | +5.3% | +1.5% |
| 30D | -18.9% | -13.1% | -5.8% | -16.5% |
| 3M | -15.8% | -12.0% | -3.9% | -13.8% |
| 6M | -22.6% | -16.9% | -5.7% | -19.8% |
| YTD | -12.2% | -29.0% | +16.8% | -6.2% |
| 1Y | -7.1% | -20.3% | +13.2% | -3.6% |
| All | -15.5% | +68.8% | -84.3% | -30.5% |
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 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